TRADING RESTRICTIONS, PRICE DYNAMICS AND ALLOCATIVE EFFICIENCY IN DOUBLE AUCTION MARKETS: ANALYSIS BASED ON AGENT-BASED MODELING AND SIMULATIONS

DOI10.1142/S021952590300089XzbMath1090.91529OpenAlexW1976148579MaRDI QIDQ4671139

Shu-Heng Chen, Chung-Ching Tai

Publication date: 23 April 2005

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s021952590300089x

zbMATH Keywords

genetic programmingallocative efficiencyAgent-based DA marketalhpa valuequote limit

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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