Price formation by agent based modelling

Project: Research

Project Details

Description

Our team is interested in the
microscopic mechanisms determining price formation and notably the interaction between information
exchanges and adaptation. This research is mainly developed using Agent Based Models and complemented
with analytical results on simplified models.
StatusActive
Effective start/end date3/10/11 → …

Activities

  • 3 Participation in workshop, seminar, course
  • 1 Participation in conference

Networks in Economics and Finance

Timoteo Carletti (Member of Scientific Committee)

5 Dec 2014

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

Networks in Economics and Finance

Timoteo Carletti (Participant)

5 Dec 2014

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

Networks in Economics and Finance

Timoteo Carletti (Chairman)

5 Dec 2014

Activity: Participating in or organising an event typesParticipation in workshop, seminar, course