Katalin Boer

Learn More
Agent-based computational economics acknowledges the distributed nature of trading in financial markets by modeling the markets as evolving systems of autonomous, interacting agents that correspond to the trading parties. Conventionally, the behavior of traders has been described mathematically, and the market system is analyzed at equilibrium conditions.(More)
Stock markets strive to provide an efficient trading platform for investors. Trading rules and mechanisms issued to accomplish this differ among stock markets, and are subject to modification over time. Furthermore, market participants assume a broad range of roles and trading strategies. Such variation poses problems to those involved in the study of(More)
Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modeling of financial markets. We study the behavior of a learning market maker in a market with information asymmetry, and investigate the difference caused in the(More)
Artificial stock markets are designed with the aim to study and understand market dynamics by representing (part of) real stock markets. Since there is a large variety of real stock markets with several partially observable elements and hidden processes, artificial markets differ regarding their structure and implementation. In this paper we analyze to what(More)
Palbociclib is an oral small-molecule inhibitor of cyclin-dependent kinases 4 and 6. In the randomized, open-label, phase II PALOMA-1/TRIO-18 trial, palbociclib in combination with letrozole improved progression-free survival (PFS) compared with letrozole alone as first-line treatment of estrogen receptor (ER)-positive, human epidermal growth factor(More)
AND KEYWORDS Abstract Most agent-based simulation models of financial markets are discrete-time in nature. In this paper, we investigate to what degree such models are extensible to continuous-time, asynchronous modelling of financial markets. We study the behaviour of a learning market maker in a market with information asymmetry, and investigate the(More)
  • 1