73 search results - page 12 / 15 » Trading in Markovian Price Models |
SIGECOM
2004
ACM
14 years 1 months ago
2004
ACM
We consider the problem of a spatially distributed market with strategic agents. A single good is traded in a set of independent markets, where shipment between markets is possibl...
SECON
2010
IEEE
13 years 5 months ago
2010
IEEE
Market mechanisms have been exploited as important means for spectrum acquisition and access in cognitive radio networks. In this paper, we propose a two-tier market for decentrali...
IWCLS
1999
Springer
13 years 12 months ago
1999
Springer
In this paper we describe a simple model of adaptive agents of different types, represented by Learning Classifier Systems (LCS), which make investment decisions about a risk fre...
SIAMCO
2011
13 years 2 months ago
2011
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
AVI
2006
13 years 9 months ago
2006
Companies trading stocks need to store information on stock prices over specific time intervals, which results in very large databases. Large quantities of numerical data (thousan...