Agent-based double-auction simulations of multi-good traders require explicit time preference for stable prices, generate algebraic-tailed fluctuations, and produce damped or undamped oscillations once inflation expectations are added.
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Ab initio simulation of market dynamics
Agent-based double-auction simulations of multi-good traders require explicit time preference for stable prices, generate algebraic-tailed fluctuations, and produce damped or undamped oscillations once inflation expectations are added.