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.
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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