Zero-Intelligence Trading Without Resampling

DOI10.1007/978-3-540-70556-7_1MaRDI QIDQ3530054zbMATH OpenOpenAlexFDO

Authors Paolo Pellizzari, Marco LiCalzi

Publication date 15 October 2008

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL http://virgo.unive.it/wpideas/storage/2008wp164.pdf

Mathematics Subject Classification ID

Trade models (91B60)

Recommendations

• Market Behavior Under Zero-Intelligence Trading and Price Awareness
• No arbitrage conditions for simple trading strategies
• Trading strategies within the edges of no-arbitrage
• Over-the-counter versus double auction in asset markets with near-zero-intelligence traders
• Decision making and trade without probabilities
• Continuous-time trading and the emergence of randomness
• Pure self-financing trading strategies under transaction costs

Cited in

(7)

• Convex incentives in financial markets: an agent-based analysis
• The role of information in a continuous double auction: an experiment and learning model
• The role of intelligence in time series properties
• The effect of transaction costs on artificial continuous double auction markets
• Market Behavior Under Zero-Intelligence Trading and Price Awareness
• TRADING RESTRICTIONS, PRICE DYNAMICS AND ALLOCATIVE EFFICIENCY IN DOUBLE AUCTION MARKETS: ANALYSIS BASED ON AGENT-BASED MODELING AND SIMULATIONS
• Which Market Protocols Facilitate Fair Trading?

This page was built for publication: Zero-Intelligence Trading Without Resampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3530054)