{"id":"W2112004181","doi":"10.3386/w20588","title":"Welfare and Optimal Trading Frequency in Dynamic Double Auctions","year":2014,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Auction Theory and Applications","field":"Decision Sciences","cited_by":21,"is_retracted":false,"has_abstract":true,"ca_institutions":"Burnaby Hospital; Bank of Canada; Simon Fraser University","funders":"","keywords":"Common value auction; Welfare; High-frequency trading; Business; Economics; Microeconomics; Computer science; Financial economics; Algorithmic trading; Market economy","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002546356,0.0005989379,0.0009388228,0.0009283447,0.0005038297,0.002101264,0.0009132804,0.0009361428,0.002296533],"category_scores_gemma":[0.01517239,0.0004741347,0.0005545454,0.0007440648,0.001509038,0.003946083,0.001296043,0.0009724277,0.0001779009],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009440172,"about_ca_system_score_gemma":0.0006600837,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005959689,"about_ca_topic_score_gemma":0.0004099008,"domain_scores_codex":[0.9986566,0.0007032435,0.00005931227,0.0001726108,0.0001786299,0.0002296543],"domain_scores_gemma":[0.9922001,0.005357006,0.001431919,0.0004128013,0.0002946716,0.0003035903],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008892025,0.0004929636,0.009183594,0.0001652654,0.0001485412,0.0003487664,0.0002794389,0.6513939,0.005394867,0.2928864,0.0008064074,0.03801071],"study_design_scores_gemma":[0.0001396614,0.000215468,0.001842485,0.00002920236,0.00003713969,0.0001460224,0.0001711061,0.7121181,0.0008648839,0.2836953,0.0007103494,0.00003018065],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7791004,0.0004518653,0.2111527,0.0005096539,0.00002921175,0.00005348272,0.00007678924,0.00005276816,0.008573018],"genre_scores_gemma":[0.9873424,0.0002060227,0.01135933,0.00003231255,0.00001511251,0.00003299388,0.00002798488,0.00001538822,0.0009685477],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002546356,"threshold_uncertainty_score":0.0134666,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.5327710918059062,"score_gpt":0.5986649595149705,"score_spread":0.06589386770906425,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}