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EVOW
2009
Springer
14 years 2 months ago
Prediction of Interday Stock Prices Using Developmental and Linear Genetic Programming
A developmental co-evolutionary genetic programming approach (PAM DGP) is compared to a standard linear genetic programming (LGP) implementation for trading of stocks across market...
Garnett Carl Wilson, Wolfgang Banzhaf
ITCC
2005
IEEE
14 years 1 months ago
An Autonomous Pricing Strategy toward Market Economy in Computational Grids
One of the key steps in economy based grid resource allocation is to make reasonable prices for the grid resources. For resources’ prices decide the resource flow in the Grid, f...
Yang Jin, Shoubao Yang, Maosheng Li, Qianfei Fu
CORR
2010
Springer
136views Education» more  CORR 2010»
13 years 4 months ago
Comparing Prediction Market Structures, With an Application to Market Making
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed ...
Aseem Brahma, Sanmay Das, Malik Magdon-Ismail
NIPS
2003
13 years 8 months ago
Can We Learn to Beat the Best Stock
A novel algorithm for actively trading stocks is presented. While traditional universal algorithms (and technical trading heuristics) attempt to predict winners or trends, our app...
Allan Borodin, Ran El-Yaniv, Vincent Gogan
SIGECOM
2003
ACM
128views ECommerce» more  SIGECOM 2003»
14 years 22 days ago
Solving combinatorial exchanges: optimality via a few partial bids
We investigate the problem of matching buyers and sellers in a multi-item multi-unit combinatorial exchange so as to maximize either the surplus (revenue minus cost) or the tradin...
Anshul Kothari, Tuomas Sandholm, Subhash Suri