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...
Sang-Won Lee, Bongki Moon, Chanik Park, Joo Young ...
—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...
Mardavij Roozbehani, Munther Dahleh, Sanjoy K. Mit...
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 ...
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...
Yiling Chen, Stanko Dimitrov, Rahul Sami, Daniel M...
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 ...