| LDR | | 02026nmm uu200397 4500 |
| 001 | | 000000330883 |
| 005 | | 20240805163013 |
| 008 | | 181129s2018 |||||||||||||||||c||eng d |
| 020 | |
▼a 9780438127036 |
| 035 | |
▼a (MiAaPQ)AAI10903097 |
| 035 | |
▼a (MiAaPQ)umichrackham:001304 |
| 040 | |
▼a MiAaPQ
▼c MiAaPQ
▼d 248032 |
| 082 | 0 |
▼a 004 |
| 100 | 1 |
▼a Brinkman, Erik. |
| 245 | 10 |
▼a Understanding Financial Market Behavior through Empirical Game-Theoretic Analysis. |
| 260 | |
▼a [S.l.] :
▼b University of Michigan.,
▼c 2018 |
| 260 | 1 |
▼a Ann Arbor :
▼b ProQuest Dissertations & Theses,
▼c 2018 |
| 300 | |
▼a 103 p. |
| 500 | |
▼a Source: Dissertation Abstracts International, Volume: 79-12(E), Section: B. |
| 500 | |
▼a Adviser: Michael P. Wellman. |
| 502 | 1 |
▼a Thesis (Ph.D.)--University of Michigan, 2018. |
| 520 | |
▼a Financial market activity is increasingly controlled by algorithms, interacting through electronic markets. Unprecedented information response times, autonomous operation, use of machine learning and other adaptive techniques, and ability to pro |
| 520 | |
▼a Some of the incentives traders face arise from the complexities of modern market structure. Recent studies have turned to agent-based modeling as a way to capture behavioral response to this structure. Agent-based modeling is a simulation paradi |
| 520 | |
▼a I use empirical game-theoretic analysis, a methodology for computing approximately rational behavior in agent-based models, to investigate three important aspects of market structure. First, I evaluate the impact of strategic bid shading on agen |
| 590 | |
▼a School code: 0127. |
| 650 | 4 |
▼a Computer science. |
| 690 | |
▼a 0984 |
| 710 | 20 |
▼a University of Michigan.
▼b Computer Science & Engineering. |
| 773 | 0 |
▼t Dissertation Abstracts International
▼g 79-12B(E). |
| 773 | |
▼t Dissertation Abstract International |
| 790 | |
▼a 0127 |
| 791 | |
▼a Ph.D. |
| 792 | |
▼a 2018 |
| 793 | |
▼a English |
| 856 | 40 |
▼u http://www.riss.kr/pdu/ddodLink.do?id=T15000591
▼n KERIS |
| 980 | |
▼a 201812
▼f 2019 |
| 990 | |
▼a 관리자 |