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A laboratory experiment on the heuristic switching model

Anufriev, Mikhail; Chernulich, Aleksei; Tuinstra, Jan - In: Journal of economic dynamics & control 91 (2018), pp. 21-42

Persistent link: https://www.econbiz.de/10011974128

Microfoundations for switching behavior in heterogeneous agent models : an experiment

Anufriev, Mikhail; Te, Bao; Tuinstra, Jan - In: Journal of economic behavior & organization : JEBO 129 (2016), pp. 74-99

Persistent link: https://www.econbiz.de/10011701787

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

Timing under individual evolutionary learning in a continuous double auction

Leur, Michiel van de; Anufriev, Mikhail - In: Journal of evolutionary economics : JEE 28 (2018) 3, pp. 609-631

Persistent link: https://www.econbiz.de/10011949044

Integrated modeling of extended agro-food supply chains : a systems approach

Taghikhah,, Firouzeh; Voinov, Alexey; Shukla, Nagesh; … - In: European journal of operational research : EJOR 288 (2021) 3, pp. 852-868

Persistent link: https://www.econbiz.de/10012387378

Individual evolutionary learning in repeated beauty contest games

Anufriev, Mikhail; Duffy, John; Panchenko, Valentyn - In: Journal of economic behavior & organization 218 (2024), pp. 550-567

Persistent link: https://www.econbiz.de/10014552812

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

Noisy trading in the large market limit

Anufriev, Mikhail; Bottazzi, Giulio - In: Artificial economics : agent-based methods in finance, …, (pp. 137-145). 2006

Persistent link: https://www.econbiz.de/10003174330