8 search results - page 1 / 2 » Price Dynamics, Informational Efficiency, and Wealth Distrib... |
CI
2007
13 years 4 months ago
2007
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
SIGECOM
2004
ACM
13 years 10 months ago
2004
ACM
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...
ATAL
2006
Springer
13 years 8 months ago
2006
Springer
Auction mechanism design is a subfield of game theory dedicated to manipulating the rules of an auction so as to achieve specific goals. The complexity of the dynamics of auctions...
AI
2008
Springer
13 years 5 months ago
2008
Springer
In this paper, we describe a novel bidding strategy that autonomous trading agents can use to participate in Continuous Double Auctions (CDAs). Our strategy is based on both short...
MANSCI
2007
13 years 4 months ago
2007
In this paper, a market-based decomposition method for decomposable linear systems is developed. The solution process iterates between a master problem that solves the market-matc...