In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
In our work the focus is on emergent behaviour in large groups of stock market participants. We do not assume that market participants take rational investment decisions based on f...
SEMAMO (SEmantic MArket MOnitoring) is a research project seeking to make use of the increasingly growing information available at Web-based sales and marketing channels for conti...
We establish the existence results for the Allaz–Vila [B. Allaz, J.-L. Vila, Cournot competition, forward markets and efficiency, J. Econ. Theory 59 (1993) 1–16] forward mark...
y abstract, it is grounded in the experience of many markets. As I will illustrate, it explains much strategic behavior. Information spreads With a bit of effort, any technically s...
What is the degree of sophistication that we have to put into the agents in agents based computer simulation models? Should we provide them with a "mind"? The answer ran...
One attractive feature of market scoring rules [Hanson '03] is that they are myopically strategyproof: It is optimal for a trader to report her true belief about the likeliho...
: This paper presents a novel market model for balancing communication bandwidth trade. The distinguishing characteristic of the model is that it assumes that market players can pl...
: Market Surveillance plays important mechanism roles in constructing market models. From data analysis perspective, we view it valuable for smart trading in designing legal and pr...