Timing under individual evolutionary learning in a continuous double auction
Abstract
The moment of order submission plays an important role for the trading outcome in a Continuous Double Auction; submitting an offer at the beginning of the trading period may yield a lower profit, as the trade is likely to be settled at the own offered price, whereas late offers result in a lower probability of trading. This timing problem makes the order submission strategy more difficult. We extend the behavioral model of Individual...
Paper Details
Title
Timing under individual evolutionary learning in a continuous double auction
Published Date
Aug 24, 2017
Volume
28
Issue
3
Pages
609 - 631
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