This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
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...
Auction mechanism design is a subfield of game theory dedicated to manipulating the rules of an auction so as to achieve specific goals. The complexity of the dynamics of auctions...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...
In this paper, we describe a novel bidding strategy that autonomous trading agents can use to participate in Continuous Double Auctions (CDAs). Our strategy is based on both short...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
In this paper, a market-based decomposition method for decomposable linear systems is developed. The solution process iterates between a master problem that solves the market-matc...