37 search results - page 1 / 8 » (In)Stability properties of limit order dynamics |
SIGECOM
2006
ACM
13 years 10 months ago
2006
ACM
MMAS
2011
Springer
12 years 11 months ago
2011
Springer
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
IJON
2008
13 years 4 months ago
2008
The dynamical behavior and the stability properties of fixed points in a feedback auto-associative memory are investigated. The proposed structure encompasses a multi-layer percep...
ATAL
2008
Springer
13 years 6 months ago
2008
Springer
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
FLAIRS
2001
13 years 5 months ago
2001
In this paper, we argue that KBS validation should not be limited to testing functional properties of the system, such as its input - output behavior, but must also address its dy...