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FS
2006
13 years 7 months ago
2006
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
IWLCS
2001
Springer
14 years 3 days ago
2001
Springer
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
AAAI
2011
12 years 7 months ago
2011
One proposed approach to managing a large complex Smart Grid is through Broker Agents who buy electrical power from distributed producers, and also sell power to consumers, via a ...
CMOT
2000
13 years 7 months ago
2000
This paper reports on the development of a comprehensive framework for the analysis and formulation of bids in competitive electricity markets. Competing entities submit offers of...
SIGECOM
2010
ACM
13 years 6 months ago
2010
ACM
We conduct laboratory experiments on variants of market scoring rule prediction markets, under different information distribution patterns, in order to evaluate the efficiency an...