IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789812708359_0005.html
   My bibliography  Save this book chapter

Learning, Evolution and Tick Size Effects

In: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems

Author

Listed:
  • VINCENT DARLEY

    (President & CEO of Eurobios, UK and Los Alamos National Laboratory, USA)

  • ALEXANDER V OUTKIN

    (President & CEO of Eurobios, UK and Los Alamos National Laboratory, USA)

Abstract

The following sections are included:Types of Reinforcement-Learning DealersThe Reinforcement-Learning Framework and Incentive StructureLearning in the Market

Suggested Citation

  • Vincent Darley & Alexander V Outkin, 2007. "Learning, Evolution and Tick Size Effects," World Scientific Book Chapters, in: A Nasdaq Market Simulation Insights on a Major Market from the Science of Complex Adaptive Systems, chapter 5, pages 81-87, World Scientific Publishing Co. Pte. Ltd..
  • Handle: RePEc:wsi:wschap:9789812708359_0005
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789812708359_0005
    Download Restriction: Ebook Access is available upon purchase.

    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789812708359_0005
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Richard Bookstaber & Michael D. Foley & Brian F. Tivnan, 2015. "Market Liquidity and Heterogeneity in the Investor Decision Cycle," Working Papers 15-03, Office of Financial Research, US Department of the Treasury.
    2. Brian Tivnan & Matthew Koehler & Matthew McMahon & Matthew Olson & Neal Rothleder & Rajani Shenoy, 2011. "Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models," Papers 1105.5439, arXiv.org.
    3. Robert Axtell, 2007. "What economic agents do: How cognition and interaction lead to emergence and complexity," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 20(2), pages 105-122, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812708359_0005. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.