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» Run lengths and liquidity
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ANOR
2010
91views more  ANOR 2010»
13 years 4 months ago
Run lengths and liquidity
Sanjiv R. Das, Paul Hanouna
SIGECOM
2010
ACM
241views ECommerce» more  SIGECOM 2010»
13 years 9 months ago
A practical liquidity-sensitive automated market maker
Current automated market makers over binary events suffer from two problems that make them impractical. First, they are unable to adapt to liquidity, so trades cause prices to mo...
Abraham Othman, Tuomas Sandholm, David M. Pennock,...
WSC
1989
13 years 6 months ago
Simulation run length planning
To design a stochastic simulation experiment, it is helpful to have an estimate of the simulation run lengths required to achieve desired statistical precision. Preliminary estima...
Ward Whitt
WSC
2004
13 years 6 months ago
Impact of Production Run Length on Supply Chain Performance
This paper documents an experiment designed to show the value of simulation in understanding the relationship between production run lengths and overall supply chain performance. ...
David J. Parsons, Robin J. Clark, Kevin L. Payette
WSC
2007
13 years 7 months ago
Determining efficient simulation run lengths for real time decision making
Suppose that there are a number of alternative ways of operating a system, and a performance measure is available for comparing them. Simulation runs can be carried out to estimat...
Russell C. H. Cheng