426 search results - page 1 / 86 » Run lengths and liquidity |
SIGECOM
2010
ACM
15 years 5 months ago
2010
ACM
Current automated market makers over binary events suffer from two problems that make them impractical. First, they are unable to adapt to liquidity, so trades cause prices to mo...
112
Voted
WSC
1989
15 years 1 months ago
1989
To design a stochastic simulation experiment, it is helpful to have an estimate of the simulation run lengths required to achieve desired statistical precision. Preliminary estima...
90
Voted
WSC
2004
15 years 1 months ago
2004
This paper documents an experiment designed to show the value of simulation in understanding the relationship between production run lengths and overall supply chain performance. ...
144
Voted
WSC
2007
15 years 2 months ago
2007
Suppose that there are a number of alternative ways of operating a system, and a performance measure is available for comparing them. Simulation runs can be carried out to estimat...