Optimal Strategies for Automated Traders in a Producer-Consumer Futures Market
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References listed on IDEAS
- Brock, W. A., 1986. "Distinguishing random and deterministic systems: Abridged version," Journal of Economic Theory, Elsevier, vol. 40(1), pages 168-195, October.
- Granovetter, Mark & Soong, Roland, 1986. "Threshold models of interpersonal effects in consumer demand," Journal of Economic Behavior & Organization, Elsevier, vol. 7(1), pages 83-99, March.
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- Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995. "A Test for Independence Based on the Correlation Dimension," Working papers 9520, Wisconsin Madison - Social Systems.
- J. S. Armstrong & R. Brodie, 2005. "Forecasting for Marketing," General Economics and Teaching 0502018, EconWPA.
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- Laib, Fodil & Radjef, MS, 2010. "Automatizing Price Negotiation in Commodities Markets," MPRA Paper 28277, University Library of Munich, Germany.
More about this item
KeywordsAutomated traders; optimal strategies; agent based;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-01-31 (All new papers)
- NEP-CMP-2009-01-31 (Computational Economics)
- NEP-CSE-2009-01-31 (Economics of Strategic Management)
- NEP-MST-2009-01-31 (Market Microstructure)
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