Double auction markets with heterogeneous boundedly rational traders

具有异质有限理性交易者的双重拍卖市场

• 批准号: DP110104487
• 负责人: Prof Carl Chiarella
• 金额: $ 14.45万
• 依托单位: University of Technology Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2011
• 资助国家: 澳大利亚
• 起止时间: 2011-01-01 至 2014-06-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP110104487
• 关键词: Double; auction; markets; heterogeneous; boundedly

The project will study limit order markets for the formation of security prices in modern exchanges, allowing heterogeneity and bounded rationality of the economic agents who will engage in various trading strategies. The model developed will be of interest to market participants seeking to design more efficient and transparent markets.

该项目将研究现代交易所中证券价格形成的限价订单市场，允许参与各种交易策略的经济主体的异质性和有限理性。所开发的模型将引起寻求设计更高效和透明市场的市场参与者的兴趣。