Learning Cancellation Strategies in a Continuous Double Auction Market
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Keywordsmarket evaluation; market design; equilibrium strategies; order cancellation; genetic algorithms.;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2010-10-23 (Computational Economics)
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