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Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information

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  1. Rosokha, Yaroslav & Lyu, Xinxin & Tverskoi, Denis & Gavrilets, Sergey, 2025. "Cooperation under the shadow of political inequality," Journal of Economic Dynamics and Control, Elsevier, vol. 172(C).
  2. Bao, Te & Dai, Yun & Duffy, John, 2025. "Least squares learning? Evidence from the laboratory," Journal of Economic Dynamics and Control, Elsevier, vol. 172(C).
  3. Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021. "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  4. Chiarella, Carl & He, Xue-Zhong & Wei, Lijian, 2015. "Learning, information processing and order submission in limit order markets," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 245-268.
  5. Anufriev, Mikhail & Arifovic, Jasmina & Donmez, Anil & Ledyard, John & Panchenko, Valentyn, 2025. "IEL-CDA model: A more accurate theory of behavior in continuous double auctions," Journal of Economic Dynamics and Control, Elsevier, vol. 172(C).
  6. Robin Nicole & Aleksandra Alori'c & Peter Sollich, 2020. "Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance," Papers 2012.04103, arXiv.org, revised Aug 2021.
  7. 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.
  8. 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.
  9. Yamamoto, Ryuichi, 2019. "Dynamic Predictor Selection And Order Splitting In A Limit Order Market," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 1757-1792, July.
  10. Florian Hauser & Marco LiCalzi, 2011. "Learning to Trade in an Unbalanced Market," Lecture Notes in Economics and Mathematical Systems, in: Sjoukje Osinga & Gert Jan Hofstede & Tim Verwaart (ed.), Emergent Results of Artificial Economics, pages 65-76, Springer.
  11. Chernov, G. & Susin, I., 2019. "Models of learning in games: An overview," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 77-125.
  12. Qixuan Luo & Yu Shi & Xuan Zhou & Handong Li, 2021. "Research on the Effects of Institutional Liquidation Strategies on the Market Based on Multi-agent Model," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1025-1049, December.
  13. Sabiou M. Inoua & Vernon L. Smith, 2022. "Perishable goods versus re-tradable assets: A theoretical reappraisal of a fundamental dichotomy," Chapters, in: Sascha Füllbrunn & Ernan Haruvy (ed.), Handbook of Experimental Finance, chapter 15, pages 162-171, Edward Elgar Publishing.
  14. Olga A. Rud & Jean Paul Rabanal, 2018. "Evolution of markets: a simulation with centralized, decentralized and posted offer formats," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 667-689, August.
  15. Sargent, Thomas J., 2025. "Sources of artificial intelligence," Journal of Economic Dynamics and Control, Elsevier, vol. 172(C).
  16. Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017. "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series 2017-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
  18. Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2024. "Individual evolutionary learning in repeated beauty contest games," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 550-567.
  19. Kazuto Sasai & Yukio-Pegio Gunji & Tetsuo Kinoshita, 2017. "Intermittent Behavior Induced By Asynchronous Interactions In A Continuous Double Auction Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(02n03), pages 1-21, March.
  20. Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020. "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, vol. 110(C).
  21. 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).
  22. Ding, Shuze & Lu, Dong & Puzzello, Daniela, 2025. "The impact of search frictions in experimental asset markets: Over-the-counter versus double auction," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  23. Ruijgrok, Matthijs, 2012. "A single-item continuous double auction game," MPRA Paper 42086, University Library of Munich, Germany.
  24. Yosra Mefteh Rekik & Younes Boujelbene, 2015. "Price Dynamics and Market Volatility: Behavioral Heterogeneity under Switching Trading Strategies on Artificial Financial Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 6(2), pages 33-43, April.
  25. Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013. "Learning and Information Dissemination in Limit Order Markets," Research Paper Series 333, Quantitative Finance Research Centre, University of Technology, Sydney.
  26. Lu, Dong & Zhan, Yaosong, 2022. "Over-the-counter versus double auction in asset markets with near-zero-intelligence traders," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
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