12 citations · 24 across the 17 of their papers we have counts for
17 papers
Topological Obstructions to Shared Priors
Owen D. Biesel, Colin McSwiggen, Ted Theodosopoulos +1
Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as c…
Hierarchical Economic Agents and their Interactions
Ted Theodosopoulos
We present a new type of spin market model, populated by hierarchical agents, represented as configurations of sites and arcs in an evolving network. We describe two analytic techn…
On Agents and Equilibria
Ted Theodosopoulos
This essay discusses the advantages of a probabilistic agent-based approach to questions in theoretical economics, from the nature of economic agents, to the nature of the equilibr…
Periodic attractors of random truncator maps
Ted Theodosopoulos, Robert Boyer
This paper introduces the \textit{truncator} map as a dynamical system on the space of configurations of an interacting particle system. We represent the symbolic dynamics generate…
Hybrid dynamics for currency modeling
Ted Theodosopoulos, Alex Trifunovic
We present a simple hybrid dynamical model as a tool to investigate behavioral strategies based on trend following. The multiplicative symbolic dynamics are generated using a logno…
Imbalance attractors for a strategic model of market microstructure
Ted Theodosopoulos, Ming Yuen
In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on t…