𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Design of a Multi–Unit Double Auction E–Market

✍ Scribed by Pu Huang; Alan Scheller–Wolf; Katia Sycara

Book ID
108528290
Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
224 KB
Volume
18
Category
Article
ISSN
0824-7935

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Modeling and simulation of a double auct
Modeling and simulation of a double auction artificial financial market
✍ Marco Raberto; Silvano Cincotti 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 464 KB

We present a double-auction artificial financial market populated by heterogeneous agents who trade one risky asset in exchange for cash. Agents issue random orders subject to budget constraints. The limit prices of orders may depend on past market volatility. Limit orders are stored in the book whe

On the convergence of genetic learning i
On the convergence of genetic learning in a double auction market
✍ Herbert Dawid 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 221 KB

We study the learning behavior of a population of buyers and a population of sellers whose members are repeatedly randomly matched to engage in a sealed bid double auction. The agents are assumed to be boundedly rational and choose their strategies by imitating successful behavior and adding innovat