Detecting and forecasting economic regimes in multi-agent automated exchanges
- 1 November 2009
- journal article
- Published by Elsevier in Decision Support Systems
- Vol. 47 (4), 307-318
- https://doi.org/10.1016/j.dss.2009.05.012
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- Smart business networksCommunications of the ACM, 2007
- Strategic trading agents via market modellingACM SIGecom Exchanges, 2004
- The Penn-Lehman automated trading projectIEEE Intelligent Systems, 2003
- The Prediction of Business Cycle Phases: Financial Variables and International LinkagesNational Institute Economic Review, 2002
- Understanding Buyer and Supplier Power: A Framework for Procurement and Supply CompetenceJournal of Supply Chain Management, 2001
- Decision processes in agent-based automated contractingIEEE Internet Computing, 2001
- Dynamic pricing by software agentsComputer Networks, 2000
- Efficient Capital Markets: A Review of Theory and Empirical WorkThe Journal of Finance, 1970
- On Information and SufficiencyThe Annals of Mathematical Statistics, 1951
- A Mathematical Theory of CommunicationBell System Technical Journal, 1948