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AVI
2006
15 years 5 months ago
Task-at-hand interface for change detection in stock market data
Companies trading stocks need to store information on stock prices over specific time intervals, which results in very large databases. Large quantities of numerical data (thousan...
Carmen Sanz Merino, Mike Sips, Daniel A. Keim, Chr...
WINE
2009
Springer
121views Economy» more  WINE 2009»
15 years 11 months ago
Gaming Dynamic Parimutuel Markets
We study the strategic behavior of risk-neutral non-myopic agents in Dynamic Parimutuel Markets (DPM). In a DPM, agents buy or sell shares of contracts, whose future payoff in a p...
Qianya Lin, Yiling Chen
KES
2000
Springer
15 years 8 months ago
On AIE-ASM: a software to simulate artificial stock markets with genetic programming
Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers ...
Shu-Heng Chen, Chung-Chih Liao, Chia-Hsuan Yeh
FS
2006
81views more  FS 2006»
15 years 4 months ago
Optimal portfolio choice in the bond market
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...
Nathanael Ringer, Michael Tehranchi
AAMAS
2002
Springer
15 years 4 months ago
On the Natural Selection of Market Choice
An evolutionary approach to the problem of economic mechanism choice is presented. It demonstrates the power that a single participant has on the choice of a preferred market mecha...
Aviv Bergman, Moshe Tennenholtz