Sciweavers

31 search results - page 1 / 7
» Price Formation in Double Auctions
Sort
View
ECAGENTS
2001
Springer
145views ECommerce» more  ECAGENTS 2001»
13 years 12 months ago
Price Formation in Double Auctions
Steven Gjerstad, John Dickhaut
ITCC
2005
IEEE
14 years 1 months ago
Double Auction Protocols for Resource Allocation in Grids
In this paper we propose the double auction allocation model for grids, and three double auction protocols for resource allocation: Preston-McAfee Double Auction Protocol (PMDA), ...
Umesh Kant, Daniel Grosu
ATAL
2006
Springer
13 years 11 months ago
Reducing price fluctuation in continuous double auctions through pricing policy and shout improvement
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...
DSS
2008
114views more  DSS 2008»
13 years 7 months ago
Price formation and its dynamics in online auctions
This research uses functional data modelling to study the price formation process of online auctions. It conceptualizes the price curve and its first and second derivatives (veloc...
Ravi Bapna, Wolfgang Jank, Galit Shmueli
SIGECOM
2004
ACM
132views ECommerce» more  SIGECOM 2004»
14 years 26 days ago
A dynamic pari-mutuel market for hedging, wagering, and information aggregation
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...
David M. Pennock