Harrison Waldon

University of Texas at Austin

Texas

University of Oxford - Oxford-Man Institute of Quantitative Finance

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

  • University of Texas at Austin

  • University of Oxford - Oxford-Man Institute of Quantitative Finance

SCHOLARLY PAPERS

3

DOWNLOADS

2,034

TOTAL CITATIONS

9

Scholarly Papers (3)

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1.

The Algorithmic Learning Equations: Evolving Strategies in Dynamic Games

Number of pages: 48 Posted: 04 Aug 2022 Last Revised: 24 Oct 2022
Álvaro Cartea, Patrick Chang, José Penalva and Harrison Waldon
University of Oxford, University of Oxford - Oxford-Man Institute of Quantitative Finance, Universidad Carlos III, Madrid - Department of Business Administration and University of Texas at Austin
Downloads 927 (54,536)
Citation 6

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Stochastic Approximation, Learning in Games, Reinforcement Learning, Dynamic Games, Tacit Collusion, Artificial Intelligence

2.

Algorithmic Collusion and a Folk Theorem from Learning with Bounded Rationality

Downloads 790 (63,539)
Citation 2

Algorithmic Collusion and a Folk Theorem from Learning with Bounded Rationality

Number of pages: 40 Posted: 13 Dec 2022 Last Revised: 17 Apr 2024
Álvaro Cartea, Patrick Chang, José Penalva and Harrison Waldon
University of Oxford, University of Oxford - Oxford-Man Institute of Quantitative Finance, Universidad Carlos III, Madrid - Department of Business Administration and University of Texas at Austin
Downloads 790 (66,685)
Citation 2

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Folk Theorem, Tacit Collusion, Stochastic Approximation, Smooth Fictitious Play

3.

Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching

Number of pages: 31 Posted: 31 May 2024 Last Revised: 11 Jan 2025
Fernando Moreno-Pino, Álvaro Arroyo, Harrison Waldon, Xiaowen Dong and Álvaro Cartea
University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Texas at Austin, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford
Downloads 317 (203,347)
Citation 1

Abstract:

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