This paper presents a stochastic multi-agent model of stock market. The market dynamics include switches between chartists and fundamentalists and switches in the prevailing opinio...
We study the problem of designing prediction markets for random variables with continuous or countably infinite outcomes on the real line. Our interval betting languages allow tra...
Abstract. In this paper we describe the IAMwildCAT agent, designed for the TAC Market Design game which is part of the International Trading Agent Competition. The objective of an ...
Perukrishnen Vytelingum, Ioannis A. Vetsikas, Bing...
Reputation mechanisms have become an important component of electronic markets, helping to build trust and elicit cooperation among loosely connected and geographically dispersed ...
: 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...