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...
In this paper, we propose a novel general framework for analysing competing double auction markets that vie for traders, who then need to choose which market to go to. Based on th...
Bing Shi, Enrico H. Gerding, Perukrishnen Vyteling...
— The increasing infectious disease outbreaks has led to a need for new research to better understand the disease’s origins, epidemiological features and pathogenicity caused b...
Abstract--This research proposes a use of an agent-based intelligent simulator to numerically examine the influence of a transmission line limit on the dynamics of a wholesale powe...
Abstract. In this paper, we show that the proportional response dynamics, a utility based distributed dynamics, converges to the market equilibrium in the Fisher market with consta...