5 search results - page 1 / 1 » Welfare Effects of Market Making in Continuous Double Auctio... |
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...
ATAL
2006
Springer
13 years 8 months ago
2006
Springer
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
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
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. Real market institutions, stock and commodity exchanges for example, do not occur in isolation. Company stock is frequently listed on several stock exchanges, allowing tr...
ESCIENCE
2006
IEEE
13 years 11 months ago
2006
IEEE
The core goal of resource management is to establish a mutual agreement between a resource producer and a resource consumer by which the provider agrees to supply a capability tha...