A comparison of different trading protocols in an agent-based market
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- Paolo Pellizzari & Arianna Forno, 2007. "A comparison of different trading protocols in an agent-based market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 2(1), pages 27-43, June.
- Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, EconWPA.
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- Pellizzari, Paolo & Westerhoff, Frank, 2009.
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More about this item
KeywordsAgent-based models; artificial markets; comparison of market protocols.;
- N22 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: 1913-
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-11-18 (All new papers)
- NEP-CMP-2006-11-18 (Computational Economics)
- NEP-MST-2006-11-18 (Market Microstructure)
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