On the effects of competition between agent-based double auction markets
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چکیده
منابع مشابه
On the effects of competition between agent-based double auction markets
Real market institutions, stock and commodity exchanges for example, do not occur in isolation. The same stocks and commodities may be listed on multiple exchanges, and traders who want to deal in those goods have a choice of markets in which to trade. While there has been extensive research into agent-based trading in individual markets, there is little work on this kind of multiple market sce...
متن کاملOn the Economic Effects of Competition between Double Auction Markets
Real market institutions, stock and commodity exchanges for example, do not occur in isolation. The same stocks and commodities may be listed on multiple exchanges, and traders who want to deal in those goods have a choice of markets in which to trade. While there has been extensive research into agentbased trading in individual markets, there is little work on this kind of multiple market scen...
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Novelties discovering as a source of constant change is the essence of economics. However, most economic models do not have the kind of noveltiesdiscovering agents required for constant changes. This silence was broken by Andrews and Prager 15 years ago when they placed GP (genetic programming)-driven agents in the double auction market. The work was, however, neither economically well interpre...
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An agent-based simulation of double-auction markets Ted Xiao Guo Master of Science Graduate Department of Computer Science University of Toronto 2005 Agent-based simulation has emerged as a promising research alternative to the traditional analytical approach in studying financial markets. The idea behind agent-based simulation is to constructively model a market in a bottom-up fashion using ar...
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ژورنال
عنوان ژورنال: Electronic Commerce Research and Applications
سال: 2014
ISSN: 1567-4223
DOI: 10.1016/j.elerap.2014.04.002