5 search results - page 1 / 1 » Artificial Software Agents on Thin Double Auction Markets - ... |
IAT
2003
IEEE
13 years 10 months ago
2003
IEEE
This paper studies how software agents influence the market behavior of human traders. Programmed traders with a passive arbitrage seeking strategy are introduced in a double auct...
GECCO
2009
Springer
13 years 11 months ago
2009
Springer
We investigate the dynamics of trader behaviors using a co-evolutionary genetic programming system to simulate a double-auction market. The objective of this study is twofold. Fir...
CI
2007
13 years 5 months ago
2007
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
IJCAI
2001
13 years 6 months ago
2001
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...
ATAL
2006
Springer
13 years 9 months ago
2006
Springer
The "ZIP" adaptive trading algorithm has been demonstrated to outperform human traders in experimental studies of continuous double auction (CDA) markets. The original Z...