Bloembergen et al., 2015 - Google Patents
Trading in markets with noisy information: An evolutionary analysisBloembergen et al., 2015
View PDF- Document ID
- 8590639681706902683
- Author
- Bloembergen D
- Hennes D
- McBurney P
- Tuyls K
- Publication year
- Publication venue
- Connection Science
External Links
Snippet
We analyse the value of information in a stock market where information can be noisy and costly, using techniques from empirical game theory. Previous work has shown that the value of information follows a J-curve, where averagely informed traders perform below …
- 230000000694 effects 0 abstract description 17
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