We describe UCFTAC, a trading agent based on control based principles, which has participated with success in 2006 Supply Chain Management Trading Agent Competition. The UCFTAC ap...
We study a stock trading method based on dynamic bayesian networks to model the dynamics of the trend of stock prices. We design a three level hierarchical hidden Markov model (HHM...
Jangmin O, Jae Won Lee, Sung-Bae Park, Byoung-Tak ...
Agent Exchange is a virtual trading environment serving as a test bed for experiments with market simulations, trading strategies and auctioning techniques. Agent Exchange is the d...
In previous papers we have described the basic elements for building an economic model consisting of a group of artificial traders functioning and adapting in an environment conta...
This paper analyzes the entrants to the 2007 TAC Market Design competition. It presents a classification of the entries to the competition, and uses this classification to compare...
Jinzhong Niu, Kai Cai, Simon Parsons, Enrico Gerdi...