Spontaneous segregation of agents across double auction markets

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Abstract

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 and Zero Intelligence traders, we are able to observe segregation effects below a critical value Tc of the temperatureT; the latter regulates how strongly traders bias their decisions towards choices with large accumulated scores. It is notable that segregation occurs even though the traders are statistically homogeneous. Traders can in principle change their loyalty to a market, but the relevant persistence times become long belowTc.
Original languageEnglish
Title of host publicationAdvances in Artificial Economics
EditorsFrédéric Amblard, Francisco J. Miguel, Adrien Blanchet, Benoit Gaudou
PublisherSpringer International Publishing
Pages79-90
Number of pages12
ISBN (Electronic)978-3-319-09578-3
ISBN (Print)978-3-319-09577-6
DOIs
Publication statusPublished - 17 Oct 2014

Publication series

NameLecture Notes in Economics and Mathematical Systems
PublisherSpringer International Publishing
Volume676
ISSN (Print)0075-8442

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