The Continuous Double Auction (CDA) is the dominant market institution for real-world trading of equities, commodities, derivatives, etc. We describe a series of laboratory experi...
Rajarshi Das, James E. Hanson, Jeffrey O. Kephart,...
In this paper, we investigate the effectiveness of different types of bidding behaviour for trading agents in the Continuous Double Auction (CDA). Specifically, we consider behavi...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
Designing efficient bidding strategies for sequential auctions remains an important, open problem area in agent-mediated electronic markets. In existing literature, a variety of bi...
We present a novel method for automatically acquiring strategies for the double auction by combining evolutionary optimization together with a principled game-theoretic analysis. ...