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14 years 3 days ago
Dynamic Matching with a Fall-Back Option
We study dynamic matching without money when one side of the market is dynamic with arrivals and de- partures and the other is static and agents have strict prefer- ences over a...
Sujit Gujar, David Parkes
ATAL
2008
Springer
13 years 9 months ago
The effects of market-making on price dynamics
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
Sanmay Das
HPDC
2007
IEEE
14 years 1 months ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
INFOCOM
2012
IEEE
11 years 10 months ago
Truthful prioritization schemes for spectrum sharing
Abstract—As the rapid expansion of smart phones and associated data-intensive applications continues, we expect to see renewed interest in dynamic prioritization schemes as a way...
Victor Shnayder, Jeremy Hoon, David C. Parkes, Vik...
ICNC
2005
Springer
14 years 1 months ago
On the Role of Risk Preference in Survivability
Using an agent-based multi-asset artificial stock market, we simulate the survival dynamics of investors with different risk preferences. It is found that the survivability of in...
Shu-Heng Chen, Ya-Chi Huang