Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
By Alicia Vidler, Toby Walsh
Rating
1616
Battle Count: 71
Relevance
8/10
Provides insights into opaque bilateral market dynamics and market maker behavior, which are highly relevant for quantitative trading in bond markets
Implementation Complexity
7/10
Requires implementation of complex agent-based models and simulation environments, but builds on existing frameworks like SugarScape
Reproducibility
3/5
The paper provides details on the simulation approach and code implementation, but lacks specific parameter values and complete datasets
About this paper
Methodology: Agent-Based Modeling. Problem types: Market Making, Market Structure Analysis.
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