Sciweavers

AI
2008
Springer
13 years 11 months ago
Strategic bidding in continuous double auctions
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...
IJCAI
2001
14 years 17 days ago
Agent-Human Interactions in the Continuous Double Auction
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,...
ATAL
2006
Springer
14 years 2 months ago
Evolutionary Stability of Behavioural Types in the Continuous Double Auction
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...
ATAL
2006
Springer
14 years 2 months ago
Reducing price fluctuation in continuous double auctions through pricing policy and shout improvement
Auction mechanism design is a subfield of game theory dedicated to manipulating the rules of an auction so as to achieve specific goals. The complexity of the dynamics of auctions...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...
ITCC
2005
IEEE
14 years 4 months ago
Double Auction Protocols for Resource Allocation in Grids
In this paper we propose the double auction allocation model for grids, and three double auction protocols for resource allocation: Preston-McAfee Double Auction Protocol (PMDA), ...
Umesh Kant, Daniel Grosu
ATAL
2009
Springer
14 years 5 months ago
Stronger CDA strategies through empirical game-theoretic analysis and reinforcement learning
We present a general methodology to automate the search for equilibrium strategies in games derived from computational experimentation. Our approach interleaves empirical game-the...
L. Julian Schvartzman, Michael P. Wellman