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The role of information in a continuous double auction : an experiment and learning model

Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John O.; … - In: Journal of economic dynamics & control 141 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013465451

Comments on "the role of information in a continuous double auction: an experiment and learning model" by Mikhail Anufriev, Jasmina Arifovic, John Ledyard and Valentyn Panchenko

Te, Bao - In: Journal of economic dynamics & control 141 (2022), pp. 1-3

Persistent link: https://www.econbiz.de/10013465452

Efficiency of continuous double auctions under individual evolutionary learning with full or limited information

Anufriev, Mikhail; Arifovic, Jasmina; Ledyard, John O.; … - In: Journal of evolutionary economics : JEE 23 (2013) 3, pp. 539-573

Persistent link: https://www.econbiz.de/10009773929

Exchange rate volatility in the artificial foreign exchange market

Arifovic, Jasmina - In: Evolutionary computation in economics and finance : …, (pp. 123-134). 2002

Persistent link: https://www.econbiz.de/10001677436

The implementation of the turing tournament : a report

Arifovic, Jasmina - In: Nonlinear dynamics and heterogeneous interacting agents …, (pp. 3-9). 2005

Persistent link: https://www.econbiz.de/10002774699

Evolution of sunspot like behavior in the agent based economies of bank runs

Arifovic, Jasmina - In: Journal of evolutionary economics : JEE 29 (2019) 1, pp. 356-389

Persistent link: https://www.econbiz.de/10012054452

Learning benevolent leadership in a heterogenous agents economy

Arifovic, Jasmina; Dawid, Herbert; Deissenberg, Christophe - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1768-1790

Persistent link: https://www.econbiz.de/10009125834

Advances in experimental and agent-based modelling : asset markets, economic networks, computational mechanism design and evolutionary game dynamics

Markose, Sheri M.; Arifovic, Jasmina; Sunder, Shyam - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1801-1807

Persistent link: https://www.econbiz.de/10003487867

Heterogeneous agent modeling : experimental evidence

Arifovic, Jasmina; Duffy, John - 2018

Persistent link: https://www.econbiz.de/10011871949

A More Accurate Theory of Behavior in Continuous Double Auctions

Arifovic, Jasmina; Donmez, Anil; Ledyard, John; … - 2023

The continuous double auction (CDA) is a well-studied, widely used institution for trading. But there is no generally accepted theory about the dynamics of price formation within the first period that has survived experimental testing. In this paper, we describe a model of behavior (called...

Persistent link: https://www.econbiz.de/10014353275