A simulation of OptiMark's electronic matching algorithm and its simple variations for institutional block trading

Christian Gerber, Jeffrey Teich, Hannele Wallenius, Jyrki Wallenius

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)235-245
JournalDecision Support Systems
Volume36
Issue number3
Publication statusPublished - 2004
MoE publication typeA1 Journal article-refereed

Keywords

  • auctions
  • behavioral experimentation
  • electronic trading
  • matching algorithms
  • multiagent simulation
  • preference estimation

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