Neil Rayner, Steve Phelps, Nick Constantinou. Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts. In Esther David, Valentin Robu, Onn Shehory, Sebastian Stein, Andreas L. Symeonidis, editors, Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets - AMEC 2011, Taipei, Taiwan, May 2, 2011, and TADA 2011, Barcelona, Spain, July 17, 2011, Revised Selected Papers. Volume 119 of Lecture Notes in Business Information Processing, pages 44-56, Springer, 2011. [doi]
Abstract is missing.