This model simulates the behaviour of the agents in 3 wine markets parallel trading systems: Liv-ex, Auctions and additionally OTC market (finally not used). Behavioural aspects (impatience) is additionally modeled. This is an extention of parallel trading systems model with technical trading (momentum and contrarian) and noise trading.
Czupryna M., Jakubczyk M., Oleksy P. , Price Formation in Parallel Trading Systems:
Evidence from the Fine Wine Market , Journal of Artificial Societies and Social Simulation 23 (3) 11, http://jasss.soc.surrey.ac.uk/23/3/11.html, DOI: 10.18564/jasss.4349
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