IDEAS home Printed from https://ideas.repec.org/r/eee/dyncon/v23y1999i9-10p1545-1567.html
   My bibliography  Save this item

On the convergence of genetic learning in a double auction market

Citations

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


Cited by:

  1. Cabrales, Antonio & Serrano, Roberto, 2011. "Implementation in adaptive better-response dynamics: Towards a general theory of bounded rationality in mechanisms," Games and Economic Behavior, Elsevier, vol. 73(2), pages 360-374.
  2. Smith, Peter, 2008. "New perspectives on realism, tractability, and complexity in economics," MPRA Paper 10899, University Library of Munich, Germany.
  3. A. Mochon & Y. Saez & J. Gómez-Barroso & P. Isasi, 2011. "The Clock Proxy Auction for Allocating Radio Spectrum Licenses," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 411-431, April.
  4. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2007. "Agent-based Models of Financial Markets," Papers physics/0701140, arXiv.org.
  5. Marco Casari, 2004. "Can Genetic Algorithms Explain Experimental Anomalies?," Computational Economics, Springer;Society for Computational Economics, vol. 24(3), pages 257-275, March.
  6. Shira Fano & Marco LiCalzi & Paolo Pellizzari, 2013. "Convergence of outcomes and evolution of strategic behavior in double auctions," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 513-538, July.
  7. Michiel Leur & Mikhail Anufriev, 2018. "Timing under individual evolutionary learning in a continuous double auction," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 609-631, August.
  8. Shu-Heng Chen & Chung-Ching Tai, 2006. "On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach," Computational Economics, Springer;Society for Computational Economics, vol. 28(1), pages 51-69, August.
  9. Muhammad Adeel Abbasa & Zeshan Iqbal, 2022. "Double Auction used Artificial Neural Network in Cloud Computing," International Journal of Innovations in Science & Technology, 50sea, vol. 4(5), pages 65-76, June.
  10. Kirill Chernomaz, 2014. "Adaptive learning in an asymmetric auction: genetic algorithm approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 9(1), pages 27-51, April.
  11. Herbert Dawid & Joern Dermietzel, 2006. "How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 371-397, November.
  12. E. Samanidou & E. Zschischang & D. Stauffer & T. Lux, 2001. "Microscopic Models of Financial Markets," Papers cond-mat/0110354, arXiv.org.
  13. Alan Mehlenbacher, 2007. "Multiagent System Platform for Auction Simulations," Department Discussion Papers 0706, Department of Economics, University of Victoria.
  14. Beenstock, Michael & Szpiro, George, 2002. "Specification search in nonlinear time-series models using the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 811-835, May.
  15. Marco Casari, 2003. "Does bounded rationality lead to individual heterogeneity? The impact of the experimentation process and of memory constraints," UFAE and IAE Working Papers 583.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  16. Konrad RICHTER, 2010. "Revenue Equivalence Revisited: Bounded Rationality in Auctions," EcoMod2004 330600118, EcoMod.
  17. Shu-Heng Chen & Chung-Ching Tai, 2006. "Republication: On the Selection of Adaptive Algorithms in ABM: A Computational-Equivalence Approach," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 313-331, November.
  18. Bischi, G. -I. & Dawid, H. & Kopel, M., 2003. "Spillover effects and the evolution of firm clusters," Journal of Economic Behavior & Organization, Elsevier, vol. 50(1), pages 47-75, January.
  19. Shira Fano & Paolo Pellizzari, 2011. "Time-Dependent Trading Strategies in a Continuous Double Auction," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 165-176, Springer.
  20. Juan D. Montoro-Pons, 2000. "Collective Action, Free Riding And Evolution," Computing in Economics and Finance 2000 279, Society for Computational Economics.
  21. Duffy, John, 2006. "Agent-Based Models and Human Subject Experiments," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 19, pages 949-1011, Elsevier.
  22. Tong Zhang & B. Brorsen, 2009. "Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets," Computational Economics, Springer;Society for Computational Economics, vol. 34(4), pages 399-417, November.
  23. Marco Casari, 2002. "Can genetic algorithms explain experimental anomalies? An application to common property resources," UFAE and IAE Working Papers 542.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  24. Anufriev, Mikhail & Arifovic, Jasmina & Ledyard, John & Panchenko, Valentyn, 2022. "The role of information in a continuous double auction: An experiment and learning model," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  25. Casari, Marco, 2008. "Markets in equilibrium with firms out of equilibrium: A simulation study," Journal of Economic Behavior & Organization, Elsevier, vol. 65(2), pages 261-276, February.
  26. Noe, Thomas H. & Rebello, Michael & Wang, Jun, 2012. "Learning to bid: The design of auctions under uncertainty and adaptation," Games and Economic Behavior, Elsevier, vol. 74(2), pages 620-636.
  27. Mochon, A. & Saez, Y. & Gomez-Barroso, J.L. & Isasi, P., 2012. "Exploring pricing rules in combinatorial sealed-bid auctions," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 462-478.
  28. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Kiel Working Papers 1426, Kiel Institute for the World Economy (IfW Kiel).
  29. Lux, Thomas, 2008. "Stochastic behavioral asset pricing models and the stylized facts," Economics Working Papers 2008-08, Christian-Albrechts-University of Kiel, Department of Economics.
  30. Arifovic, Jasmina & He, Xue-zhong & Wei, Lijian, 2022. "Machine learning and speed in high-frequency trading," Journal of Economic Dynamics and Control, Elsevier, vol. 139(C).
  31. Smith, Peter, 2004. "Reworking the Standard Model of Competitive Markets: The Role of Fuzzy Logic and Genetic Algorithms in Modelling Complex Non-Linear Economic System," General Discussion Papers 30569, University of Manchester, Institute for Development Policy and Management (IDPM).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.