Empirical game-theoretic analysis (EGTA) has recently been applied successfully to analyze
the behavior of large numbers of competing traders in a continuous double auction market …

Empirical game-theoretic analysis (EGTA) combines tools from simulation, search, statistics,
and game-theoretic concepts to study strategic properties of large multiagent scenarios. One …

In environments governed by the behavior of strategically interacting agents, game theory
provides a way to predict outcomes in counterfactual scenarios, such as new market …

The continuous double auction (CDA) is the predominant mechanism in modern securities
markets. Despite much prior study of CDA strategies, fundamental questions about the CDA …

In most modern financial markets, traders express their preferences for assets by making
orders. These orders are either executed if a counterparty is willing to match them or …

The continuous double auction (CDA) is the predominant mechanism in modern securities
markets. Many agent-based analyses of CDA environments rely on simple non-adaptive …

Iterative combinatorial auctions are widely used in high stakes settings such as spectrum
auctions. Such auctions can be hard to understand analytically, making it difficult for bidders …

Computing Bayesian Nash equilibrium strategies in auction games is a challenging problem
that is not well-understood. Such equilibria can be modeled as systems of nonlinear partial …

We start from the fact, that individual behaviour is always mediated by social relations. A
heuristic is not good or bad, rational or irrational, but only relative to an institutional …

We show how a multi-agent simulator can support two important but distinct methods for
assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS) …