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Li Calzi, Marco Bird, Ron Fano, Shira Rizzi, Dino Milone, Luciano Marcello Tolotti, Marco Yeung, Danny Woolley, Paul Westerhoff, Frank H. Sartori, Elena Casavecchia, Lorenzo He, Xue-zhong Chiarella, Carl Moretti, Anna Mignot, Sarah Gerotto, Luca Ladley, Dan Maggistro, Rosario Abidin, Sazali Cruciani, Caterina Liuzzi, Danilo Gufler, Ivan Donadelli, Michael Wall, Friederike Calimani, Susanna Cruciani, Caterina Bonel, Elena Rocco, Elena Dal Forno, Arianna Gamba, Andrea All co-authors based agent model trading agents tax asset market news public expenditure fake compliance strategies risky performance double wertpapierhandel auktionstheorie dynamics results pricing level optimal markets impact behavior steady state kapitaleinkommen control artificial book process using continuous rate equilibrium börsenkurs marktmikrostruktur convergence policy academic order evasion citizenship active analysis costly simulation individual heterogeneous use marktmechanismus anlageverhalten investmentfonds models present pindyck
Composed agent based agentenbasierte modellierung agent based modeling based model securities trading auction theory double auction risky asset steady state capital income asset price model tax continuous double share price market microstructure public expenditure trading strategies begrenzte rationalität bounded rationality market mechanism behavioural finance Öffentliche ausgaben investment fund portfolio management portfolio selection news asset price dynamics Γ convergence willingness pay asset pricing multi agent citizenship power tax compliance strategies continuous allocative efficiency state price tax rate learning process social web learning platform power agent compliance public time dependent dependent trading mutual funds market protocols utility based pricing model brock hommes agents who risk aversion financial economics willingness to pay elektronisches handelssystem electronic trading information behaviour tax avoidance institutioneller investor institutional investor fake news dangerous tangents tangents application application Γ convergence control control dynamical replication pindyck pindyck willingness pay sacrifice sacrifice needed needed obtain obtain results simplicity optimal trading order book markets academic learning platform case case study study mathematics agent model evasion public trading limit limit order using linear linear strategies performance implications implications active dynamic analysis
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Paolo Pellizzari Prof. Dr. Biblio: Tätig am Dep. Applied Mathematics and SSAV, Univ. of Venice
Affiliations Università degli studi di Venezia
Q83590964
Publishing years Series Working papers (10) University Ca' Foscari of Venice, Dept. of Economics Research Paper Series (5) Paul Woolley Centre research papers (4) Research paper / Quantitative Finance Research Centre, University of Technology Sydney (2) BERG working paper series (1) University Ca' Foscari of Venice, Department of Economics Research Paper (1) Lecture notes in economics and mathematical systems : LNEMS (1) SpringerLink / Bücher (1) 
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