摘要翻译：
我研究那些错误地感知随机序列中跨期相关性的人的内生学习动力学。有偏智能体面临一个最优停止问题。他们对底层分布不确定，并从前人那里学习其参数。当早期抽签“足够好”时，代理停止，所以前人的经验包含负面影响，但没有正面影响。当代理人错误地预期系统逆转（“赌徒谬论”）时，他们低估了连续低于平均水平的抽奖的可能性，对分布的均值收敛到过度悲观的信念，并过早停止。不确定分布方差的代理人高估它的程度取决于前人的停止阈值。我还分析了其他对跨期相关性的误解是如何与内生数据审查相互作用的。
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英文标题：
《Mislearning from Censored Data: The Gambler's Fallacy and Other
  Correlational Mistakes in Optimal-Stopping Problems》
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作者：
Kevin He
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最新提交年份：
2021
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Economics        经济学
分类描述：q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学，包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
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一级分类：Computer Science        计算机科学
二级分类：Computer Science and Game Theory        计算机科学与博弈论
分类描述：Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面，包括机制设计的工作，游戏中的学习（可能与学习重叠），游戏中的agent建模的基础（可能与多agent系统重叠），非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
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一级分类：Economics        经济学
二级分类：Theoretical Economics        理论经济学
分类描述：Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要：
  I study endogenous learning dynamics for people who misperceive intertemporal correlations in random sequences. Biased agents face an optimal-stopping problem. They are uncertain about the underlying distribution and learn its parameters from predecessors. Agents stop when early draws are "good enough," so predecessors' experiences contain negative streaks but not positive streaks. When agents wrongly expect systematic reversals (the "gambler's fallacy"), they understate the likelihood of consecutive below-average draws, converge to over-pessimistic beliefs about the distribution's mean, and stop too early. Agents uncertain about the distribution's variance overestimate it to an extent that depends on predecessors' stopping thresholds. I also analyze how other misperceptions of intertemporal correlation interact with endogenous data censoring.
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PDF链接：
https://arxiv.org/pdf/1803.08170