Testing adaptive expectations models of a continuous double auction market against empirical facts
Year of publication: |
2013
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Authors: | Rayner, Neil ; Phelps, Steve ; Constantinou, Nick |
Published in: |
Agent-mediated electronic commerce : designing trading strategies and mechanisms for electronic markets ; AMEC 2011, Taipei, Taiwan, May 2, 2011, and TADA 2011, Barcelona, Spain, July 17, 2011 ; revised selected papers. - Berlin : Springer, ISBN 3-642-34888-2. - 2013, p. 44-56
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Subject: | Auktionstheorie | Auction theory | Agentenbasierte Modellierung | Agent-based modeling | Adaptive Erwartungen | Adaptive expectations |
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