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AUSAI
2009
Springer
14 years 1 months ago
2009
Springer
In this paper, we introduce an experimental approach to the design, analysis and implementation of market mechanisms based on double auction. We define a formal market model that ...
HICSS
2003
IEEE
14 years 19 days ago
2003
IEEE
As financial markets are volatile and rapidly changing, preciseness and agility in price evaluation and risk assessment in the portfolios are more important and decision support s...
FS
2006
13 years 7 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
ISNN
2007
Springer
14 years 1 months ago
2007
Springer
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...
ISSRE
2010
IEEE
13 years 5 months ago
2010
IEEE
—Driven by market needs and laws, automotive manufacturers develop ever more feature-rich and complex vehicles. This new functionality plays even an active role in driving, what ...