6 citations · 10 across the 3 of their papers we have counts for
3 papers
Spontaneous Segregation of Agents Across Double Auction Markets
Aleksandra Alorić, Peter Sollich, Peter McBurney
In this paper we investigate the possibility of spontaneous segregation into groups of traders that have to choose among several markets. Even in the simplest case of two markets a…
Learning Unfair Trading: a Market Manipulation Analysis From the Reinforcement Learning Perspective
Enrique Martínez-Miranda, Peter McBurney, Matthew J. Howard
Market manipulation is a strategy used by traders to alter the price of financial securities. One type of manipulation is based on the process of buying or selling assets by using…
Emergence of Cooperative Long-term Market Loyalty in Double Auction Markets
Aleksandra Aloric, Peter Sollich, Peter McBurney +1
Loyal buyer-seller relationships can arise by design, e.g. when a seller tailors a product to a specific market niche to accomplish the best possible returns, and buyers respond to…