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Publication
216views
15 years 4 months ago
Dynamic Matching with a Fall-Back Option
We study dynamic matching without money when one side of the market is dynamic with arrivals and de- partures and the other is static and agents have strict prefer- ences over a...
Sujit Gujar, David Parkes
ATAL
2008
Springer
15 years 1 months ago
The effects of market-making on price dynamics
This paper studies price properties in continuous double-auction markets in the presence of marketmakers, agents with special responsibilities for maintaining liquidity and orderl...
Sanmay Das
HPDC
2007
IEEE
15 years 6 months ago
A statistical approach to risk mitigation in computational markets
We study stochastic models to mitigate the risk of poor Quality-of-Service (QoS) in computational markets. Consumers who purchase services expect both price and performance guaran...
Thomas Sandholm, Kevin Lai
INFOCOM
2012
IEEE
13 years 2 months ago
Truthful prioritization schemes for spectrum sharing
Abstract—As the rapid expansion of smart phones and associated data-intensive applications continues, we expect to see renewed interest in dynamic prioritization schemes as a way...
Victor Shnayder, Jeremy Hoon, David C. Parkes, Vik...
ICNC
2005
Springer
15 years 5 months ago
On the Role of Risk Preference in Survivability
Using an agent-based multi-asset artificial stock market, we simulate the survival dynamics of investors with different risk preferences. It is found that the survivability of in...
Shu-Heng Chen, Ya-Chi Huang