We extend the study of rate of convergence to consensus of autonomous agents on an interaction network. In particular, we introduce antagonistic interactions and thus a signed network. This will allow to include the, previously discarded, sign information, in the analysis of disagreement on statistical financial networks.

Disagreement in Signed Financial Networks

Monica Billio;Roberto Casarin;Michele Costola;Lorenzo Frattarolo
2018-01-01

Abstract

We extend the study of rate of convergence to consensus of autonomous agents on an interaction network. In particular, we introduce antagonistic interactions and thus a signed network. This will allow to include the, previously discarded, sign information, in the analysis of disagreement on statistical financial networks.
2018
Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/3704081
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