The next decade will see an abundance of new intelligent systems, many of which will be market-based. Soon, users will interact with many new markets, perhaps without even knowing...
While transparency in financial markets should enhance liquidity, its exploitation by unethical and parasitic traders discourages others from fully embracing disclosure of their o...
In this paper, we introduce an experimental approach to the design, analysis and implementation of market mechanisms based on double auction. We define a formal market model that ...
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
Jangmin O, Jae Won Lee, Sung-Bae Park, Byoung-Tak ...