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  • Search: subject:"empirical game-theoretic analysis"
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Year of publication
Subject
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Game theory 2 Spieltheorie 2 agent-based simulation 2 empirical game-theoretic analysis 2 market manipulation 2 trading agents 2 Agency theory 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 Auction 1 Auction theory 1 Auktion 1 Auktionstheorie 1 Börsenkurs 1 Empirical game-theoretic analysis 1 Forecasting model 1 Market microstructure 1 Marktmikrostruktur 1 Prinzipal-Agent-Theorie 1 Prognoseverfahren 1 Securities trading 1 Self-confirming price prediction 1 Share price 1 Simulation 1 Simultaneous auctions 1 Speculation 1 Spekulation 1 Wertpapierhandel 1
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Online availability
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Free 2 CC license 1 Undetermined 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Wellman, Michael P. 3 Hoang, Christopher 2 Vorobeychik, Yevgeniy 2 Wang, Xintong 2 Greenwald, Amy 1 Sodomka, Eric 1
Published in...
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Games 2 Games and economic behavior 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Spoofing the limit order book: A strategic agent-based analysis
Wang, Xintong; Hoang, Christopher; Vorobeychik, Yevgeniy; … - In: Games 12 (2021) 2, pp. 1-43
(HBL) that exploits the order book to predict price outcomes. We conduct empirical game-theoretic analysis upon simulated …
Persistent link: https://www.econbiz.de/10013200108
Saved in:
Cover Image
Spoofing the limit order book : a strategic agent-based analysis
Wang, Xintong; Hoang, Christopher; Vorobeychik, Yevgeniy; … - In: Games 12 (2021) 2, pp. 1-43
(HBL) that exploits the order book to predict price outcomes. We conduct empirical game-theoretic analysis upon simulated …
Persistent link: https://www.econbiz.de/10012547786
Saved in:
Cover Image
Self-confirming price-prediction strategies for simultaneous one-shot auctions
Wellman, Michael P.; Sodomka, Eric; Greenwald, Amy - In: Games and economic behavior 102 (2017), pp. 339-372
Persistent link: https://www.econbiz.de/10011792156
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