MCFAM Seminar Series: "Graphon Trading Networks Static Properties"

Please join us for our first seminar of fall semester, with both in person and virtual options! This seminar will feature Ping Zhong from the University of Minnesota Twin Cities who will discuss the static and dynamic nature of the equilibration process in a sampled community graphon network.

Ping Zhong, graduate student, Minnesota Center for Financial and Actuarial Mathematics, University of Minnesota Twin Cities

Ping Zhong is studying the static and dynamic nature of the equilibration process in a simple market consisting of agents trading complementary commodities in a sampled community graphon network. Interestingly, the convergence seems to be suboptimal over a wide range of graphon parameters and network sizes. It remains to be seen whether stochastic perturbation in the agent endowments or the network connections can lead to improved outcomes. This work is undertaken through the University of Minnesota Master of Financial Mathematics (MFM) directed study elective under the guidance of professor John Dodson