Asset pricing in large information networks.
Han N. OzsoylevJohan WaldenPublished in: J. Econ. Theory (2011)
Keyphrases
- information networks
- financial markets
- network analysis
- social network analysis
- community detection
- social networks
- heterogeneous information networks
- revenue management
- mechanism design
- profit maximization
- transaction costs
- dynamic pricing
- real world networks
- stock market
- probabilistic model
- link prediction
- text mining
- information retrieval
- databases