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» A dynamical model of a GRID market
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CDC
2010
IEEE
13 years 1 months ago
On the stability of wholesale electricity markets under real-time pricing
— 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...
EVOW
2011
Springer
13 years 1 months ago
Market Microstructure: Can Dinosaurs Return? A Self-Organizing Map Approach under an Evolutionary Framework
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...
JDCTA
2010
111views more  JDCTA 2010»
13 years 4 months ago
Internet as a "point of synergy" between communication and distribution: hypothesis of model applied to tourism
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...
CIKM
2008
Springer
13 years 11 months ago
Multi-scale characterization of social network dynamics in the blogosphere
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...
CSDA
2006
79views more  CSDA 2006»
13 years 9 months ago
Nonlinear dynamics in Nasdaq dealer quotes
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...
Bart Frijns, Peter C. Schotman