Chih-Ting Lin

  1. Statistical properties of agent-based models in markets with continuous double auction mechanism.

    Authors: Jie-Jun Tseng, Sai-Ping Li, Chih-Hao Lin, Chih-Ting Lin, Sun-Chong Wang
    Subjects: Trading and Market Microstructure
    Abstract

    Real world markets display power-law features in variables such as price
    fluctuations in stocks. To further understand market behavior, we have
    conducted a series of market experiments on our web-based prediction market
    platform which allows us to reconstruct transaction networks among traders.

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