37 search results - page 1 / 8 » (In)Stability properties of limit order dynamics |
88
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SIGECOM
2006
ACM
15 years 11 months ago
2006
ACM
203
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MMAS
2011
Springer
15 years 6 days ago
2011
Springer
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
152
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IJON
2008
15 years 5 months ago
2008
The dynamical behavior and the stability properties of fixed points in a feedback auto-associative memory are investigated. The proposed structure encompasses a multi-layer percep...
129
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ATAL
2008
Springer
15 years 7 months ago
2008
Springer
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
144
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FLAIRS
2001
15 years 6 months ago
2001
In this paper, we argue that KBS validation should not be limited to testing functional properties of the system, such as its input - output behavior, but must also address its dy...