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IAT
2010
IEEE
13 years 2 months ago
Event Study Approach for Validating Agent-Based Trading Simulations
In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely import...
Shih-Fen Cheng
CI
2007
130views more  CI 2007»
13 years 4 months ago
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
Javier Gil-Bazo, David Moreno, Mikel Tapia
IDEAL
2000
Springer
13 years 8 months ago
Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data
Abstract. In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared b...
Kiyoshi Izumi, Kazuhiro Ueda
INFOCOM
2010
IEEE
13 years 3 months ago
A Secondary Market for Spectrum
—Dynamic spectrum trading amongst small cognitive users is fundamentally different along two axes: temporal variation, and spatial variation of user demand and channel condition....
Hong Xu, Jin Jin, Baochun Li
KES
2000
Springer
13 years 8 months ago
On AIE-ASM: a software to simulate artificial stock markets with genetic programming
Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers ...
Shu-Heng Chen, Chung-Chih Liao, Chia-Hsuan Yeh