Abstract. In agent-based computational economics, many different trading strategies have been proposed. Given the kinds of market that such trading strategies are employed in, it i...
We propose an evolutionary framework for studying agents that interact in electronic marketplaces. We describe how this framework could be used to study the dynamics of interactio...
We present a framework for dening trading scenarios based on sh market auctions. In these scenarios, agents of arbitrary complexity can participate in electronic auctions under ...
We present a novel method for automatically acquiring strategies for the double auction by combining evolutionary optimization together with a principled game-theoretic analysis. ...