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Chaos and Unraveling in Matching Markets

Economy – Quantitative Finance – Trading and Market Microstructure
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Class formation in a social network with asset exchange

Economy – Quantitative Finance – Trading and Market Microstructure
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Comparing Prediction Market Structures, With an Application to Market Making

Economy – Quantitative Finance – Trading and Market Microstructure
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Computational modeling of collective human behavior: Example of financial markets

Economy – Quantitative Finance – Trading and Market Microstructure
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Continuous-time trading and emergence of randomness

Economy – Quantitative Finance – Trading and Market Microstructure
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Continuous-time trading and emergence of volatility

Economy – Quantitative Finance – Trading and Market Microstructure
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Convergence of Income Growth Rates in Evolutionary Agent-Based Economics

Economy – Quantitative Finance – Trading and Market Microstructure
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Cooperation amongst competing agents in minority games

Economy – Quantitative Finance – Trading and Market Microstructure
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Critical comparison of several order-book models for stock-market fluctuations

Economy – Quantitative Finance – Trading and Market Microstructure
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Critical Overview of Agent-Based Models for Economics

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