Multiagent system simulations of treasury auctions

DOI10.1007/S10614-008-9165-ZMaRDI QIDQ846155zbMATH OpenOpenAlexFDO

Authors Alan Mehlenbacher

Publication date 1 February 2010

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-008-9165-z

zbMATH Keywords

agent-based computational economicsmultiagent systemssecondary markettreasury auctionsdealerswhen-issued market

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Agent technology and artificial intelligence (68T42)

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Cites work

• Auctioning divisible goods
• Impulse balance equilibrium and feedback in first price auctions
• Individual behavior of first-price auctions: the importance of information feedback in computerized experimental markets
• Learning direction theory and the winner's curse
• Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals

Cited in

(2)

• Nurse preference rostering using agents and iterated local search
• Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals

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