Discovery Projects - Grant ID: DP110104487

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP110104487

Funding Status
Closed

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Funded Activity Summary

Double auction markets with heterogeneous boundedly rational traders. The project will study limit order markets for the formation of security prices in modern exchanges, allowing heterogeneity and bounded rationality of the economic agents who will engage in various trading strategies. The model developed will be of interest to market participants seeking to design more efficient and transparent markets.

Funded Activity Details

Start Date: 01-01-2011

End Date: 30-06-2014

Funding Scheme: Discovery Projects

Funding Amount: $225,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis and Modelling | Banking, Finance and Investment | Finance | Banking, Finance and Investment not elsewhere classified

ANZSRC Socio-Economic Objective (SEO)

Market-Based Mechanisms | Finance Services | Application Software Packages (excl. Computer Games) |

Other Keywords

Application Software Packages (excl. Computer Games) | Banking, Finance and Investment | Banking, Finance and Investment not elsewhere classified | Finance | Finance Services | Market-Based Mechanisms | Stochastic Analysis and Modelling

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