DocumentCode
2341191
Title
Minority games with asynchronous trading
Author
de Gelder, M.D. ; Kaymak, U. ; Boer, K. ; van Asperen, E.
Author_Institution
Econometric Inst., Erasmus Sch. of Econ., Erasmus Univ., Rotterdam
fYear
0
fDate
0-0 0
Abstract
The minority game has been proposed as a simplified model for studying dynamics in financial markets. However, minority games assume synchronous trading, while most financial markets are asynchronous. In this paper, we investigate asynchronous models for the minority games within a framework for asynchronous continuous trading in financial markets. We propose four possible extensions to the synchronous game and study their effects on the market dynamics
Keywords
game theory; stock markets; asynchronous continuous trading; financial markets; market dynamics; minority games; synchronous trading; Computational modeling; Econometrics; Environmental economics; Frequency; Java; Mathematical model;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence Methods and Applications, 2005 ICSC Congress on
Conference_Location
Istanbul
Print_ISBN
1-4244-0020-1
Type
conf
DOI
10.1109/CIMA.2005.1662363
Filename
1662363
Link To Document