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Artificial Markets and Trading Platforms (Part One)

Speaker: Associate Professor Paolo Pellizzari, University of Venice, Italy

Abstract: Some specific artificial markets are presented with emphasis on the market structure (i.e., trading platform) importance. Accurate micro-simulation of markets can help in assessing to what extent the trading platform is affecting market dynamics. The role of intelligence on the part of traders is also examined and contrasted with the impact of the market trading platform.

Heterogeneous Agent Models in Economics and Finance
Complexities and Simplicity: A Review of Agent-Based Artificial Markets

21 November 2006
City - Haymarket CB05D Room 3.01
Conference Delegates

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