This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
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...
Abstract. Real market institutions, stock and commodity exchanges for example, do not occur in isolation. Company stock is frequently listed on several stock exchanges, allowing tr...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...
The core goal of resource management is to establish a mutual agreement between a resource producer and a resource consumer by which the provider agrees to supply a capability tha...
Behnaz Pourebrahimi, Koen Bertels, G. M. Kandru, S...