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Network centrality and stock market volatility: The impact of communication topologies on prices
Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of Finance and Investment Analysis 1 (2012) 1, pp. 199-232
We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices. Trading strategies diffuse through the different network topologies, mimetic contagion...
Persistent link: https://www.econbiz.de/10010286829
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Optimization Heuristics for the Combinatorial Auction Problem
Schwind, Michael; Stockheim, Tim; Rothlauf, Franz - Betriebswirtschaftliches Institut <Mannheim>; … - 2003
This paper presents and compares three heuristics for the combinatorial auctionproblem. Besides a simple greedy (SG) mechanism, two metaheuristics, a simulatedannealing (SA), and a genetic algorithm (GA) approach are developedwhich use the combinatorial auction process to an allocation with...
Persistent link: https://www.econbiz.de/10005868177
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Frankfurt Artificial Stock Market : a microscopic stock market model with heterogeneous interacting agents in small-world communication networks
Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10003715811
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A combinatorial intra-enterprise exchange for logistics services
Schwind, Michael; Gujo, Oleg; Vykoukal, Jens - In: Information systems and e-business management : ISeB 7 (2009) 4, pp. 447-471
Persistent link: https://www.econbiz.de/10003869878
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Network centrality and stock market volatility : the impact of communication topologies on prices
Hein, Oliver; Schwind, Michael; Spiwoks, Markus - 2011
Persistent link: https://www.econbiz.de/10008840231
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Agents' bidding strategies in a combinatorial auctions controlled grid environment
Schwind, Michael; Stockheim, Tim; Gujo, Oleg - In: Agent-mediated electronic commerce : automated …, (pp. 149-163). 2007
Persistent link: https://www.econbiz.de/10003596876
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Dezentrale Allokation von Transportaufträgen : Reduktion des "Price of Anarchy" durch Lernende Agenten?
Sand, Bastian; Schneider, Michael; Wendt, Oliver; … - In: Dezentrale Koordination ökonomischer Aktivitäten : …, (pp. 153-179). 2011
Persistent link: https://www.econbiz.de/10009006838
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Network centrality and stock market volatility : the impact of communication topologies on prices
Hein, Oliver; Schwind, Michael; Spiwoks, Markus - In: Journal of finance and investment analysis 1 (2012) 1, pp. 199-232
We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices. Trading strategies diffuse through the different network topologies, mimetic contagion...
Persistent link: https://www.econbiz.de/10009511655