7
H index
2
i10 index
122
Citations
Michael Wellman : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1989 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Wellman. | Is cited by:
| Cites to:
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Main data
Where Michael Wellman has published?
| Journals with more than one article published | # docs |
|---|---|
| Games and Economic Behavior | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 3 |
| Computational Economics / University Library of Munich, Germany | 2 |
Recent works citing Michael Wellman (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Tail-GAN: Nonparametric Scenario Generation for Tail Risk Estimation. (2022). Cont, Rama ; Zhang, Chao ; Xu, Renyuan ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2203.01664. Full description at Econpapers || Download paper |
| 2023 | Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology. (2023). Cartlidge, John ; Shi, Zijian. In: Papers. RePEc:arx:papers:2303.00080. Full description at Econpapers || Download paper |
| 2023 | Adaptive Agents and Data Quality in Agent-Based Financial Markets. (2023). Ratliff-Crain, Ethan ; van Oort, Colin M ; Wshah, Safwan ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.15974. Full description at Econpapers || Download paper |
| 2023 | The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions. (2023). Ibikunle, Gbenga ; Zhang, Zeyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002533. Full description at Econpapers || Download paper |
Works by Michael Wellman:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Compact Securities Markets for Pareto Optimal Reallocation of Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Representing Aggregate Belief through the Competitive Equilibrium of a Securities Market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Generating Realistic Stock Market Order Streams In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Bidding Strategies for Simultaneous Ascending Auctions In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Self-confirming price-prediction strategies for simultaneous one-shot auctions In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 1 |
| 2001 | Auction Protocols for Decentralized Scheduling In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 40 |
| 2001 | A Parametrization of the Auction Design Space In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 15 |
| 2006 | Automated Markets and Trading Agents In: Handbook of Computational Economics. [Full Text][Citation analysis] | chapter | 9 |
| 2007 | Markets blown to bits: Comments on Mirowskis Markomata In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
| 1994 | Inference in cognitive maps In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2021 | Spoofing the Limit Order Book: A Strategic Agent-Based Analysis In: Games. [Full Text][Citation analysis] | article | 2 |
| 2019 | Machine behaviour In: Post-Print. [Citation analysis] | paper | 3 |
| 2019 | Machine behaviour.(2019) In: Nature. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2005 | Graphical Models for Groups: Belief Aggregation and Risk Sharing In: Decision Analysis. [Full Text][Citation analysis] | article | 3 |
| 1998 | The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes. In: Computational Economics. [Full Text][Citation analysis] | article | 9 |
| 1995 | The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes.(1995) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2002 | Automated Negotiation from Declarative Contract Descriptions In: Working papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Latency arbitrage in fragmented markets: A strategic agent-based analysis In: Algorithmic Finance. [Citation analysis] | article | 5 |
| 1989 | Automated Critiquing of Medical Decision Trees In: Medical Decision Making. [Full Text][Citation analysis] | article | 1 |
| 2012 | Asset pricing under ambiguous information: an empirical game-theoretic analysis In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 2 |
| 1999 | Efficiency and Equilibrium in Task Allocation Economics with Hierarchical Dependencies In: Working Papers. [Citation analysis] | paper | 1 |
| 1999 | Equilibrium Prices in Bundle Auctions In: Working Papers. [Citation analysis] | paper | 9 |
| 2003 | Walverine: A Walrasian Trading Agent In: Computational Economics. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team