Narrow search
Showing 1 - 4 of 4
Cover Image
Asset return dynamics under alternative learning schemes
Catanese, Elena; Consiglio, Andrea; Lacagnina, Valerio; … - In: Artificial economics : the generative method in …, (pp. 211-222). 2009
Persistent link: https://www.econbiz.de/10003889507
Cover Image
The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Advances in artificial economics : the economy as a …, (pp. 63-75). 2006
Persistent link: https://www.econbiz.de/10003480699
Cover Image
Learning and the price dynamics of a double-auction financial market with portfolio traders
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Artificial economics : agent-based methods in finance, …, (pp. 216-226). 2006
Persistent link: https://www.econbiz.de/10003174413
Cover Image
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Quantitative Finance 5 (2005) 1, pp. 71-87
In this paper we propose an artificial market where multiple risky assets are exchanged. Agents are constrained by the availability of resources and trade to adjust their portfolio according to an exogenously given target portfolio. We model the trading mechanism as a continuous auction...
Persistent link: https://www.econbiz.de/10009208276