We propose a model of information transmission and reputation building within a social network that exploits portfolio theory and option structures. The network aims to estimate an unknown parameter through multiple communication rounds. At every communication round, estimates of different agents' abilities are shared, avoiding the repetition of information. These estimates are interpreted as financial assets driven by a compound Poisson process. After every communication round, agents construct a fictitious portfolio of options whose underlying is the vector of shared estimates. The portfolio's weights are exploited to aggregate the information received in the communication round. Sufficient conditions for reaching consensus or polarization are provided.

(2025). Computing Agents' Reputation within a Network [journal article - articolo]. In GAMES AND ECONOMIC BEHAVIOR. Retrieved from https://hdl.handle.net/10446/292885

Computing Agents' Reputation within a Network

Ortobelli Lozza, Sergio;Vitali, Sebastiano
2025-01-01

Abstract

We propose a model of information transmission and reputation building within a social network that exploits portfolio theory and option structures. The network aims to estimate an unknown parameter through multiple communication rounds. At every communication round, estimates of different agents' abilities are shared, avoiding the repetition of information. These estimates are interpreted as financial assets driven by a compound Poisson process. After every communication round, agents construct a fictitious portfolio of options whose underlying is the vector of shared estimates. The portfolio's weights are exploited to aggregate the information received in the communication round. Sufficient conditions for reaching consensus or polarization are provided.
articolo
2025
Grigis, Federico; ORTOBELLI LOZZA, Sergio; Vitali, Sebastiano
(2025). Computing Agents' Reputation within a Network [journal article - articolo]. In GAMES AND ECONOMIC BEHAVIOR. Retrieved from https://hdl.handle.net/10446/292885
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/292885
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