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Characterizing effective trading strategies : Insights from a computerized double auction tournament

, , and . Journal of Economic Dynamics and Control, 18 (1): 61--96 (January 1994)

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Convergence Properties of Policy Iteration., and . SIAM J. Control and Optimization, 42 (6): 2094-2115 (2004)Middlemen versus Market Makers: A Theory of Competitive Exchange, and . Journal of Political Economy, 111 (2): 353--403 (91 04 2003)doi: 10.1086/367684.Handbook of Computational Economics. Volume 1, chapter Chapter 14 Numerical dynamic programming in economics, page 619--729. Elsevier, (1996)Characterizing effective trading strategies : Insights from a computerized double auction tournament, , and . Journal of Economic Dynamics and Control, 18 (1): 61--96 (January 1994)Comments On. Econometric Reviews, 7 (2): 155--160 (1998)Dealing with the complexity of economic calculations. Department of Economics, Yale University, (1997)Modern psychometrics: The science of psychological assessment. Routledge, London u.a., (1989)Handbook of Econometrics. Volume 4, chapter Chapter 51 Structural estimation of markov decision processes, page 3081--3143. Elsevier, (1994)Numerical Dynamic Programming in Economics. Handbook of Computational Economics, 1, chapter 14, Elsevier Science, Amsterdam, The Netherlands, (1996)