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Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders

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Artificial Economics

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 564))

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Author information

Authors and Affiliations

  1. Dip. di Scienze Statistiche e Matematiche, Viale delle Scienze, Palermo, Italy

    Andrea Consiglio

  2. Dip. di Scienze Statistiche e Matematiche, Viale delle Scienze, Palermo, Italy

    Valerio Lacagnina

  3. Dip. di Scienze Statistiche e Matematiche, Viale delle Scienze, Palermo, Italy

    Annalisa Russino

Authors
  1. Andrea Consiglio
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  2. Valerio Lacagnina
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  3. Annalisa Russino
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Editor information

Editors and Affiliations

  1. LIFL, USTL, Cité Scientifique, 59655, Villeneuve d’Ascq Cedex

    G. Fandel

  2. LIFL, USTL, Cité Scientifique, 59655, Villeneuve d’Ascq Cedex

    W. Trockel

  3. Fachbereich Wirtschaftswissenschaften, Fernuniversität Hagen, Feithstr. 140/AVZ II, 58084, Hagen, Germany

    Philippe Mathieu

  4. Institut für Mathematische Wirtschaftsforschung (IMW), Universität Bielefeld, Universitätsstr. 25, 33615, Bielefeld, Germany

    Bruno Beaufils

  5. CLAREE, USTL, 104 Avenue du Peuple Belge, 59043, Lille Cedex, France

    Olivier Brandouy

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Consiglio, A., Lacagnina, V., Russino, A. (2006). Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders. In: Beckmann, M., et al. Artificial Economics. Lecture Notes in Economics and Mathematical Systems, vol 564. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28547-4_18

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