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...
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
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...
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...
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...