39 search results - page 2 / 8 » Competitive algorithms for VWAP and limit order trading |
ICMAS
2000
13 years 6 months ago
2000
This paper addresses the issues involved in software agents making trade-offs during automated negotiations in which they have information uncertainty and resource limitations. In...
ATAL
2006
Springer
13 years 7 months ago
2006
Springer
In this paper we present the internal architecture and bidding mechanisms designed for Mertacor, a successful trading agent, which ended up first in the Classic Trading Agent Comp...
AIPS
2006
13 years 6 months ago
2006
In this paper we describe the problem of Optimal Competitive Scheduling, which consists of activities that compete for a shared resource. The objective is to choose a subset of ac...
EVOW
2009
Springer
14 years 3 days ago
2009
Springer
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...
CIMCA
2008
IEEE
13 years 11 months ago
2008
IEEE
Online auctions have become extremely popular in recent years. Ability to predict winning bid prices accurately can help bidders to maximize their profit. This paper proposes a nu...