122 search results - page 8 / 25 » Optimal Dynamic Trading Strategies with Risk Limits |
ATAL
2006
Springer
13 years 11 months ago
2006
Springer
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
SIGECOM
2004
ACM
14 years 27 days ago
2004
ACM
I develop a new mechanism for risk allocation and information speculation called a dynamic pari-mutuel market (DPM). A DPM acts as hybrid between a pari-mutuel market and a contin...
WINE
2009
Springer
14 years 2 months ago
2009
Springer
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...
ICCS
2007
Springer
14 years 1 months ago
2007
Springer
In this multi-university collaborative research, we will develop a framework for the dynamic data-driven fault diagnosis of wind turbines which aims at making the wind energy a com...
TSMC
2002
13 years 7 months ago
2002
The group-buying auction is a new kind of dynamic pricing mechanism on the Internet. It is a variant of the sellers' price double auction, which makes the bidders as a group t...