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...
Perukrishnen Vytelingum, Dave Cliff, Nicholas R. J...
We present a general methodology to automate the search for equilibrium strategies in games derived from computational experimentation. Our approach interleaves empirical game-the...
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...
Perukrishnen Vytelingum, Rajdeep K. Dash, Esther D...
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...
Sunju Park, Edmund H. Durfee, William P. Birmingha...
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...
Rajarshi Das, James E. Hanson, Jeffrey O. Kephart,...