31 search results - page 2 / 7 » Information aggregation in dynamic markets with strategic tr... |
IAT
2007
IEEE
14 years 1 months ago
2007
IEEE
In this paper, we propose to design a market game that (a) can be used in modeling and studying commodity trading scenarios, and (b) can be used in capturing human traders’ beha...
ALGORITHMICA
2010
13 years 7 months ago
2010
We study the equilibrium behavior of informed traders interacting with market scoring rule (MSR) market makers. One attractive feature of MSR is that it is myopically incentive com...
CSREAEEE
2006
13 years 8 months ago
2006
- The fast development in computing and communication has strongly changed the dynamics of financial markets. More people are trading online through the Web instead of using full-s...
CI
2007
13 years 7 months ago
2007
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
IWLCS
2001
Springer
13 years 11 months 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...