FC
2007
Springer
13 years 10 months ago
2007
Springer
While transparency in financial markets should enhance liquidity, its exploitation by unethical and parasitic traders discourages others from fully embracing disclosure of their o...
ICDM
2007
IEEE
13 years 11 months ago
2007
IEEE
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider ho...
HICSS
2008
IEEE
13 years 11 months ago
2008
IEEE
The proliferation of retail outlets with nearly identical product offerings and similar costs due to market efficiency means that selecting an appropriate market to open a store i...
IWANN
2009
Springer
13 years 11 months ago
2009
Springer
—This paper describes a multi-agent based simulation (MABS) framework to construct an artificial electric power market populated with learning agents. The artificial market, na...
WINE
2009
Springer
13 years 11 months ago
2009
Springer
We study the strategic behavior of risk-neutral non-myopic agents in Dynamic Parimutuel Markets (DPM). In a DPM, agents buy or sell shares of contracts, whose future payoff in a p...
AUSAI
2009
Springer
13 years 11 months ago
2009
Springer
In this paper, we introduce an experimental approach to the design, analysis and implementation of market mechanisms based on double auction. We define a formal market model that ...
EVOW
2009
Springer
13 years 11 months ago
2009
Springer
A developmental co-evolutionary genetic programming approach (PAM DGP) is compared to a standard linear genetic programming (LGP) implementation for trading of stocks across market...