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IOR
2010
93views more  IOR 2010»
13 years 3 months ago
Equilibrium Capacity Expansion Under Stochastic Demand Growth
In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
Alfredo Garcia, Zhijiang Shen
ICCSA
2010
Springer
13 years 3 months ago
Emergent Stock Market Behaviour from a Multitude of Simple Agents
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...
Volker Nissen, Danilo Saft
ENTER
2010
Springer
13 years 3 months ago
Semantic Online Tourism Market Monitoring
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...
Norbert Walchhofer, Milan Hronsky, Michael Pö...
ORL
2007
97views more  ORL 2007»
13 years 4 months ago
Analysis on the forward market equilibrium model
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...
Che-Lin Su
MICRO
2007
IEEE
113views Hardware» more  MICRO 2007»
13 years 4 months ago
The High Cost of a Cheap Lesson
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...
Shane Greenstein
JASSS
2002
244views more  JASSS 2002»
13 years 4 months ago
Applications of Simulation to Social Sciences
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...
Gérard Ballot, Gérard Weisbuch
COR
2004
78views more  COR 2004»
13 years 4 months ago
Generating trading rules on the stock markets with genetic programming
Technical analysis is aimed at devising trading rules capable of exploiting short-term uctuations on the
Jean-Yves Potvin, Patrick Soriano, Maxime Vall&eac...
SIGECOM
2008
ACM
90views ECommerce» more  SIGECOM 2008»
13 years 4 months ago
Non-myopic strategies in prediction markets
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...
Stanko Dimitrov, Rahul Sami
JUCS
2008
132views more  JUCS 2008»
13 years 4 months ago
Trading Links and Paths on a Communication Bandwidth Market
: 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...
Wojciech Stanczuk, Józef Lubacz, Eugeniusz ...
JUCS
2008
143views more  JUCS 2008»
13 years 4 months ago
Market Microstructure Patterns Powering Trading and Surveillance Agents
: 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...
Longbing Cao, Yuming Ou