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Year of publication
Subject
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Agent-based computational economics 2 English auctions 2 Axiomatic bargaining 1 Cross-correlation analysis 1 Multi-dimensional value signals 1 Non-stationarity behavior 1 Phase-rectified signal averaging 1 Quasi-periodicities 1 Signal averaging 1 Time-series analysis 1 multi-dimensional value signals 1 resource monotonicity 1 risk aversion 1 signal averaging 1 transferable utility 1
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Online availability
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Undetermined 2 Free 1
Type of publication
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Article 2 Book / Working Paper 1
Language
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Undetermined 2 English 1
Author
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Mehlenbacher, Alan 2 Bauer, Axel 1 Kantelhardt, Jan W. 1 Schmidt, Georg 1 Schumann, Aicko Y. 1
Institution
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Department of Economics, University of Victoria 1
Published in...
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Computational Economics 1 Department Discussion Papers / Department of Economics, University of Victoria 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals
Mehlenbacher, Alan - Department of Economics, University of Victoria - 2007
learn a signal-averaging factor. I find that signal averaging increases nonlinearly as the common value percent increases …. Using signal averaging, agents increase their profit when the value is more uncertain. The most obvious effect of signal … averaging is on reducing the percentage of auctions won by bidders with the highest common value signal. …
Persistent link: https://www.econbiz.de/10005801974
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Cover Image
Multiagent System Simulations of Signal Averaging in English Auctions with Two-Dimensional Value Signals
Mehlenbacher, Alan - In: Computational Economics 34 (2009) 2, pp. 119-143
Persistent link: https://www.econbiz.de/10004976809
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Cover Image
Bivariate phase-rectified signal averaging
Schumann, Aicko Y.; Kantelhardt, Jan W.; Bauer, Axel; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 21, pp. 5091-5100
Phase-Rectified Signal Averaging (PRSA) was shown to be a powerful tool for the study of quasi-periodic oscillations …
Persistent link: https://www.econbiz.de/10010871635
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