Dean P. Foster : Citation Profile

University of Pennsylvania

15

H index

19

i10 index

1023

Citations

RESEARCH PRODUCTION:

28

Articles

34

Papers

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 30
   Journals where Dean P. Foster has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 17 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfo59
   Updated: 2025-12-20    RAS profile: 2025-06-11    
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Relations with other researchers

Works with:

Hart, Sergiu (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dean P. Foster.

Is cited by:

Zapechelnyuk, Andriy (29)

Hart, Sergiu (29)

Levine, David (24)

Andersen, Torben (21)

Bollerslev, Tim (21)

Young, H. (20)

Schlag, Karl (20)

Mas-Colell, Andreu (19)

Fudenberg, Drew (18)

Ghysels, Eric (15)

Hofbauer, Josef (12)

Cites to:

Hart, Sergiu (22)

Mas-Colell, Andreu (19)

Fudenberg, Drew (16)

Levine, David (14)

Young, H. (12)

Lehrer, Ehud (8)

Kalai, Ehud (7)

Dekel, Eddie (4)

Bollerslev, Tim (4)

Kreps, David (3)

Tirole, Jean (3)

Main data

Where Dean P. Foster has published?

Journals with more than one article published# docs
Games and Economic Behavior8
Journal of the American Statistical Association2
Rationality and Society2
Theoretical Economics2
Journal of Political Economy2
Econometrica2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science4
Working Papers / University of Pennsylvania, Wharton School, Weiss Center2

Recent works citing Dean P. Foster (2025 and 2024)

YearTitle of citing document
2025Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions. (2023). Hu, Xinyan ; Deng, Xiaotie ; Zheng, Weiqiang ; Lin, Tao. In: Papers. RePEc:arx:papers:2110.03906.

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2025Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks. (2025). Gur, Yonatan ; Crippa, Ludovico ; Light, Bar. In: Papers. RePEc:arx:papers:2212.03152.

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2025Game Connectivity and Adaptive Dynamics. (2024). Johnston, Tom ; Savery, Michael ; Tarbush, Bassel ; Scott, Alex. In: Papers. RePEc:arx:papers:2309.10609.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Regulation of Algorithmic Collusion. (2024). Long, Sheng ; Hartline, Jason D ; Zhang, Chenhao. In: Papers. RePEc:arx:papers:2401.15794.

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2024Generalizing Better Response Paths and Weakly Acyclic Games. (2024). Yuksel, Serdar ; Pavel, Lacra ; Arslan, Gurdal ; Yongacoglu, Bora. In: Papers. RePEc:arx:papers:2403.18086.

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2025Geometric BSDEs. (2024). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2405.09260.

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2025Paying to Do Better: Games with Payments between Learning Agents. (2025). Kolumbus, Yoav ; Halpern, Joe. In: Papers. RePEc:arx:papers:2405.20880.

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2024Calibrated Forecasting and Persuasion. (2024). Perchet, Vianney ; Jain, Atulya. In: Papers. RePEc:arx:papers:2406.15680.

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2025How to Make an Action Better. (2025). Whitmeyer, Mark ; Pease, Marilyn. In: Papers. RePEc:arx:papers:2408.09294.

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2025Equilibria under Dynamic Benchmark Consistency in Non-Stationary Multi-Agent Systems. (2025). Light, Bar ; Gur, Yonatan ; Crippa, Ludovico. In: Papers. RePEc:arx:papers:2501.11897.

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2025Preference graphs: a combinatorial tool for game theory. (2025). Biggar, Oliver ; Shames, Iman. In: Papers. RePEc:arx:papers:2502.03546.

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2025Learning in Markets with Heterogeneous Agents: Dynamics and Survival of Bayesian vs. No-Regret Learners. (2025). Easley, David ; Tardos, Eva ; Kolumbus, Yoav. In: Papers. RePEc:arx:papers:2502.08597.

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2025Tell Me Why: Incentivizing Explanations. (2025). Karger, Ezra ; Srinivasan, Siddarth ; Chen, Yiling ; Bakker, Michiel. In: Papers. RePEc:arx:papers:2502.13410.

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2025A Curationary Tale: Logarithmic Regret in DeFi Lending via Dynamic Pricing. (2025). Chitra, Tarun. In: Papers. RePEc:arx:papers:2503.18237.

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2025Valid Post-Contextual Bandit Inference. (2025). , Bas ; van den Akker, Ramon ; Zhou, BO. In: Papers. RePEc:arx:papers:2505.13897.

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2025Optimal Calibrated Signaling in Digital Auctions. (2025). Zhang, Shuo ; Wang, Zihe ; Du, Zhicheng ; Tang, Wei. In: Papers. RePEc:arx:papers:2507.17187.

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2024Testing for jumps with robust spot volatility estimators. (2024). Sun, Yucheng. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:1:p:79-104.

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2025Sources of artificial intelligence. (2025). Sargent, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:172:y:2025:i:c:s0165188924001817.

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2024Optimal nonparametric range-based volatility estimation. (2024). Bollerslev, Tim ; Li, Qiyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002646.

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2024Observation-driven filtering of time-varying parameters using moment conditions. (2024). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003512.

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2024Convex support vector regression. (2024). Kuosmanen, Timo ; Dai, Sheng ; Liao, Zhiqiang. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:3:p:858-870.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:686-700.

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2024Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215.

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2024Reinforcement learning in a prisoners dilemma. (2024). Dolgopolov, Arthur. In: Games and Economic Behavior. RePEc:eee:gamebe:v:144:y:2024:i:c:p:84-103.

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2025Crowd prediction systems: Markets, polls, and elite forecasters. (2025). Mellers, Barbara ; Atanasov, Pavel ; Witkowski, Jens ; Tetlock, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:580-595.

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2025Robust recalibration of aggregate probability forecasts using meta-beliefs. (2025). Wilkening, Tom ; Peker, Cem. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:613-630.

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2024Determining bid-ask prices for options with stochastic illiquidity and applications to index options. (2024). Chuang, Ming-Che ; Tsai, Jeffrey Tzuhao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000659.

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2024Civil Liberties and Social Structure. (2024). Erol, Selman ; Garcia-Jimeno, Camilo. In: Working Paper Series. RePEc:fip:fedhwp:97780.

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2024Comparison of Feature Selection Methods—Modelling COPD Outcomes. (2024). Afreixo, Vera ; Macedo, Pedro ; Cabral, Jorge ; Marques, Alda. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:9:p:1398-:d:1388262.

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2024Unexpected opportunities in misspecified predictive regressions. (2024). Deguest, Romain ; Coqueret, Guillaume. In: Post-Print. RePEc:hal:journl:hal-04595355.

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2024Computational Performance of Deep Reinforcement Learning to Find Nash Equilibria. (2024). Zobernig, Viktor ; Schmidt, Johannes ; Klockl, Claude ; Graf, Christoph. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-022-10351-6.

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2024Social Networks and Norms Evolution. (2024). Kumar, Dushyant ; Tutlani, Ankur. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10424-0.

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2024Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9.

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2024Knowing me, knowing you: an experiment on mutual payoff information in the stag hunt and Prisoner’s Dilemma. (2024). Strauss, Kent C ; Schwarz, Molly ; Kogelnik, Maria ; Hales, David ; Alshaikhmubarak, Hazem. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:10:y:2024:i:2:d:10.1007_s40881-024-00167-5.

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2024Online non-monotone diminishing return submodular maximization in the bandit setting. (2024). Xu, Dachuan ; Wang, Xiao ; Ju, Jiachen. In: Journal of Global Optimization. RePEc:spr:jglopt:v:90:y:2024:i:3:d:10.1007_s10898-024-01413-0.

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2024Correcting spot power variation estimator via Edgeworth expansion. (2024). Bucci, Andrea ; Liu, Zhi ; He, Lidan. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:87:y:2024:i:8:d:10.1007_s00184-023-00935-z.

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2024Robust Variance Inflation Factor: A Promising Approach for Collinearity Diagnostics in the Presence of Outliers. (2024). Jacob, Jinse ; Varadharajan, R. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:86:y:2024:i:2:d:10.1007_s13571-024-00342-y.

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2024A natural adaptive process for collective decision-making. (2024). Brandl, Florian ; Brandt, Felix. In: Theoretical Economics. RePEc:the:publsh:5380.

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2025Score-driven time-varying parameter models with splinebased densities. (2025). Koopman, Siem Jan ; Gorgi, Paolo ; van Brummelen, Janneke. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250011.

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Works by Dean P. Foster:

YearTitleTypeCited
2016On Optimal Retirement (How to Retire Early) In: Papers.
[Full Text][Citation analysis]		paper0
2022Calibeating: Beating Forecasters at Their Own Game In: Papers.
[Full Text][Citation analysis]		paper0
2023Calibeating: beating forecasters at their own game.(2023) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics In: Papers.
[Full Text][Citation analysis]		paper2
2018Smooth calibration, leaky forecasts, finite recall, and Nash dynamics.(2018) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022Forecast Hedging and Calibration In: Papers.
[Full Text][Citation analysis]		paper3
2019Forecast-Hedging and Calibration.(2019) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Forecast Hedging and Calibration.(2021) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2025A shared-revenue Bertrand game In: Papers.
[Full Text][Citation analysis]		paper0
2025Marketplace Operators Can Induce Competitive Pricing In: Papers.
[Full Text][Citation analysis]		paper0
2006Being Warren Buffett: A Classroom Simulation of Risk and Wealth When Investing in the Stock Market In: The American Statistician.
[Full Text][Citation analysis]		article0
2011VIF Regression: A Fast Regression Algorithm for Large Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article11
2004Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article9
2001Variable Selection in Data Mining: Building a Predictive Model for Bankruptcy.(2001) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2008Hedge Fund Wizards In: The Economists' Voice.
[Full Text][Citation analysis]		article1
1999Introduction to Learning in Games: A Symposium in Honor of David Blackwell In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper0
2010Asymptotic Calibration In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper6
2010Stochastic Evolutionary Game Dynamics In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper29
2010Cooperation in the Short and in the Long Run In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper3
2010Calibrated Learning and Correlated Equilibrium In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper111
1997Calibrated Learning and Correlated Equilibrium.(1997) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 111		article
2010Regret in the On-line Decision Problem In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper67
1999Regret in the On-Line Decision Problem.(1999) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		article
1997A proof of Calibration via Blackwells Approachability Theorem In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper11
1999A Proof of Calibration via Blackwells Approachability Theorem.(1999) In: Games and Economic Behavior.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
1997A Proof of Calibration Via Blackwells Approachability Theorem.(1997) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2006Regret Testing Leads to Nash Equilibrium In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper2
2007An Operational Measure of Riskiness In: Levine's Bibliography.
[Full Text][Citation analysis]		paper85
2007An Operational Measure of Riskiness.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2009An Operational Measure of Riskiness.(2009) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2011A Markov Test for Alpha In: Working Papers.
[Full Text][Citation analysis]		paper0
2011A Strategy-Proof Test of Portfolio Returns In: Working Papers.
[Full Text][Citation analysis]		paper1
2011A Strategy-Proof Test of Portfolio Returns.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2012A strategy-proof test of portfolio returns.(2012) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
1994Asymptotic Filtering Theory for Univariate ARCH Models. In: Econometrica.
[Full Text][Citation analysis]		article173
1994Asypmtotic Filtering Theory for Univariate Arch Models.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 173		paper
1996Continuous Record Asymptotics for Rolling Sample Variance Estimators. In: Econometrica.
[Full Text][Citation analysis]		article157
1994Continuous Record Asymptotics for Rolling Sample Variance Estimators.(1994) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 157		paper
1995Filtering and forecasting with misspecified ARCH models II : Making the right forecast with the wrong model In: Journal of Econometrics.
[Full Text][Citation analysis]		article43
1992Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model.(1992) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
1998On the Nonconvergence of Fictitious Play in Coordination Games In: Games and Economic Behavior.
[Full Text][Citation analysis]		article21
1999Introduction to the Special Issue In: Games and Economic Behavior.
[Full Text][Citation analysis]		article2
1991Cooperation in the long-run In: Games and Economic Behavior.
[Full Text][Citation analysis]		article34
2003Learning, hypothesis testing, and Nash equilibrium In: Games and Economic Behavior.
[Full Text][Citation analysis]		article69
2014Combining multiple probability predictions using a simple logit model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article20
Learning with Hazy Beliefs In: ELSE working papers.
[Full Text][Citation analysis]		paper6
2011A Wealth-Requirement Axiomatization of Riskiness In: Discussion Paper Series.
[Full Text][Citation analysis]		paper14
2015Smooth Calibration, Leaky Forecasts, and Finite Recall In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
1993A Randomization Rule for Selecting Forecasts In: Operations Research.
[Full Text][Citation analysis]		article16
1993Reply to Professor Clemen In: Operations Research.
[Full Text][Citation analysis]		article0
1998An Axiomatic Characterization of a Class of Locations in Tree Networks In: Operations Research.
[Full Text][Citation analysis]		article1
2001On the Impossibility of Predicting the Behavior of Rational Agents In: Economics Working Paper Archive.
[Citation analysis]		paper19
2001On the Impossibility of Predicting the Behavior of Rational Agents.(2001) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2008The Hedge Fund Game In: Economics Papers.
[Full Text][Citation analysis]		paper5
1997An Information Theoretic Comparison of Model Selection Criteria In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Calibration, Expected Utility and Local Optimality In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Calibration: Respice, Adspice, Prospice In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Gaming Performance Fees By Portfolio Managers In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article22
2008A Dynamic Model for the Forward Curve In: The Review of Financial Studies.
[Full Text][Citation analysis]		article1
1992An Economic Argument for Affirmative Action In: Rationality and Society.
[Full Text][Citation analysis]		article13
1992Response to Comments In: Rationality and Society.
[Full Text][Citation analysis]		article0
2006Regret testing: learning to play Nash equilibrium without knowing you have an opponent In: Theoretical Economics.
[Full Text][Citation analysis]		article65

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