14 search results - page 1 / 3 » Strategic bidding in continuous double auctions |
AI
2008
Springer
13 years 4 months ago
2008
Springer
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...
ATAL
2009
Springer
13 years 11 months ago
2009
Springer
We present a general methodology to automate the search for equilibrium strategies in games derived from computational experimentation. Our approach interleaves empirical game-the...
ECAI
2004
Springer
13 years 10 months ago
2004
Springer
We develop a novel bidding strategy that software agents can use to buy and sell goods in Continuous Double Auctions (CDAs). Our strategy involves the agent forming a bid or ask by...
AGENTS
1999
Springer
13 years 8 months ago
1999
Springer
For a dynamic, evolving multiagent auction, we have developed an adaptive agent bidding strategy (called the p-strategy) based on stochastic modeling. The p-strategy takes into ac...
IJCAI
2001
13 years 5 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...