155 search results - page 5 / 31 » Modeling volatility in prediction markets |
DEBU
2010
13 years 6 months ago
2010
A great deal of research has been done on solid-state storage media such as flash memory and non-volatile memory in the past few years. While NAND-type flash memory is now being c...
CORR
2011
Springer
13 years 14 days ago
2011
Springer
—The paper proposes a framework for modeling and analysis of the dynamics of supply, demand, and clearing prices in power system with real-time retail pricing and information asy...
JSAI
2001
Springer
14 years 1 months ago
2001
Springer
In this study we rethought efficient market hypothesis from a viewpoint of complexity of market participants’ prediction methods and market price’s dynamics, and examined the ...
ALGORITHMICA
2010
13 years 8 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...
ICCSA
2003
Springer
14 years 1 months ago
2003
Springer
In this paper, we model an agent-based economy in which heterogeneous agents (firms and a bank) interact in the financial markets. The heterogeneity is due to the balance sheet ...