— The paper proposes a mathematical model for the dynamic evolution of supply, demand, and clearing prices under a class of real-time pricing mechanisms characterized by passing ...
Mardavij Roozbehani, Munther Dahleh, Sanjoy K. Mit...
This paper extends a previous model where we examined the markets’ microstructure dynamics by using Genetic Programming as a trading rule inference engine, and Self Organizing Ma...
Michael Kampouridis, Shu-Heng Chen, Edward P. K. T...
The wide diffusion of new technologies in communication and business has changed how consumer and product/store knowledge has to be managed and represented digitally. This issue h...
Pierpaolo Singer, Maria Antonella Ferri, Lucia Aie...
We have developed a computational framework to characterize social network dynamics in the blogosphere at individual, group and community levels. Such characterization could be us...
Munmun De Choudhury, Hari Sundaram, Ajita John, Do...
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...