Abstract
In many cases real markets are segregated to some extent by constraints on who is readily able to trade and communicate with whom. Here we model this kind of segregation within a market constrained by an underlying network topology. We quantify the impact of segregation on market convergence, and explore the extent to which it is redressed by a broadcast mechanism intended to mimic the presence of information sources that are widely consulted, but imperfect, and slow to react to market change.
| Original language | Undefined/Unknown |
|---|---|
| Journal | International Transactions on Systems Science and Applications |
| Volume | 3 |
| Issue number | 1 |
| Publication status | Published - 2007 |