Do dark pools stabilize markets and reduce market impacts? Investigations using multi-agent simulations.
Takanobu MizutaWataru MatsumotoShintaro KosugiKiyoshi IzumiTakuya KusumotoShinobu YoshimuraPublished in: CIFEr (2014)
Keyphrases
- multi agent
- double auction
- prediction markets
- financial markets
- market equilibrium
- market participants
- market prices
- market share
- electronic markets
- online markets
- agent based simulations
- decision making
- digital goods
- trading strategies
- bidding strategies
- multi agent systems
- network effects
- competitive market
- market data
- information goods
- simulation models
- reinforcement learning
- trading agents
- numerical simulations
- stock market
- software agents
- electronic commerce
- learning algorithm
- cooperative
- resource allocation
- market conditions
- simulation environment
- electric power