Person
Max-Olivier Hongler
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Related publications (73)
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
Stochastic pairwise preference convergence in Bayesian agents
Beliefs inform the behaviour of forward-thinking agents in complex environments. Recently, sequential Bayesian inference has emerged as a mechanism to study belief formation among agents adapting to dynamical conditions. However, we lack critical theory to ...
2024Can one hear the shape of a target zone?
We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...
2023Cauchy Processes, Dissipative Benjamin–Ono Dynamics and Fat-Tail Decaying Solitons
In this paper, a dissipative version of the Benjamin–Ono dynamics is shown to faithfully model the collective evolution of swarms of scalar Cauchy stochastic agents obeying a follow-the-leader interaction rule. Due to the Hilbert transform, the swarm dynam ...
2021