An agent-based model of payment systems

DOI10.1016/J.JEDC.2010.11.001MaRDI QIDQ543802zbMATH OpenOpenAlexFDO

Authors Marco Galbiati, Kimmo Soramäki

Publication date 17 June 2011

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2010.11.001

zbMATH Keywords

learningfictitious playliquidityagent-based modellingpayment systemsRTGS

Mathematics Subject Classification ID

Applications of game theory (91A80) Actuarial science and mathematical finance (91G99) Rationality and learning in game theory (91A26)

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Cites work

• scientific article; zbMATH DE number 1233801 (Why is no real title available?)
• scientific article; zbMATH DE number 3069635 (Why is no real title available?)
• Best response dynamics in finite games with additive aggregation
• Better-reply dynamics and global convergence to Nash equilibrium in aggregative games
• Evolutionary game dynamics and the analysis of agent-based imitation models: the long run, the medium run and the importance of global analysis
• Handbook of computational economics. Vol. 2: Agent-based computational economics
• Introduction to the special issue on agent-based computational economics
• The intraday liquidity management game

Cited in

(9)

• A duality theory of payment systems
• scientific article; zbMATH DE number 2166882 (Why is no real title available?)
• Simulation modeling of Ukrainian electronic payment system 239
• A dynamic model of settlement
• Payments systems design in deterministic and private information environments
• Sequential payments and optimal pricing in payment systems
• Collective Intelligence in Multiagent Systems: Interbank Payment Systems Application
• Interlinkages between payment and securities settlement systems
• Liquidity-saving mechanisms in collateral-based RTGS payment systems

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