In this paper, we describe a novel bidding strategy that autonomous trading agents can use to participate in Continuous Double Auctions (CDAs). Our strategy is based on both short...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
The need to understand dynamic behavior in auctions is increasing with the popularization of online auctions. Applications include designing auction mechanisms, bidding strategies...
ended abstract summarizes the research presented in Dr. Pardoe’s recently-completed Ph.D. thesis [Pardoe 2011]. The thesis considers how adaptive trading agents can take advantag...
Abstract. We present a fast and effective bidding strategy for the Trading Agent Competition in Supply Chain Management (TAC SCM). In TAC SCM, manufacturers compete to procure com...
Amy R. Greenwald, Victor Naroditskiy, Tyler Odean,...
Abstract. This paper documents the development of three autonomous stocktrading agents within the framework of the Penn Exchange Simulator (PXS), a novel stock-trading simulator th...