44 search results - page 2 / 9 » Optimization of Trading Physics Models of Markets |
FS
2006
13 years 5 months ago
2006
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
IWLCS
2001
Springer
13 years 10 months ago
2001
Springer
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
INFOCOM
2012
IEEE
11 years 8 months ago
2012
IEEE
—Market based spectrum trading has been extensively studied to realize efficient spectrum utilization in cognitive radio networks (CRNs). In this paper, we utilize the concept o...
SIAMREV
2010
13 years 7 days ago
2010
Abstract. The main thrust of the paper is the design and the numerical analysis of new capand-trade schemes for the control and the reduction of atmospheric pollution. The tools de...
IJCAI
2007
13 years 7 months ago
2007
In this paper, we describe our entrant in the travel division of the 2006 Trading Agent Competition (TAC). At a high level, the design of many successful autonomous trading agents...