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IAT
2010
IEEE
14 years 9 months ago
Event Study Approach for Validating Agent-Based Trading Simulations
In this paper, we introduce how one can validate an event-centric trading simulation platform that is built with multi-agent technology. The issue of validation is extremely import...
Shih-Fen Cheng
76
Voted
CI
2007
130views more  CI 2007»
14 years 11 months ago
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
Javier Gil-Bazo, David Moreno, Mikel Tapia
99
Voted
IDEAL
2000
Springer
15 years 3 months ago
Learning of Virtual Dealers in an Artificial Market: Comparison with Interview Data
Abstract. In this study we used a new agent-based approach, an artificial market approach, to analyze the ways that dealers process the information in financial news. We compared b...
Kiyoshi Izumi, Kazuhiro Ueda
INFOCOM
2010
IEEE
14 years 10 months ago
A Secondary Market for Spectrum
—Dynamic spectrum trading amongst small cognitive users is fundamentally different along two axes: temporal variation, and spatial variation of user demand and channel condition....
Hong Xu, Jin Jin, Baochun Li
KES
2000
Springer
15 years 3 months ago
On AIE-ASM: a software to simulate artificial stock markets with genetic programming
Agent-based computational economic modeling requires demanding work on computer programming. Usually, the publications as outcomes of running these programs do not provide readers ...
Shu-Heng Chen, Chung-Chih Liao, Chia-Hsuan Yeh