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AMEC
2004
Springer
13 years 10 months ago
2004
Springer
AMEC
2004
Springer
13 years 10 months ago
2004
Springer
Abstract. This paper documents the development of three autonomous stocktrading agents within the framework of the Penn Exchange Simulator (PXS), a novel stock-trading simulator th...
AMEC
2004
Springer
13 years 10 months ago
2004
Springer
Abstract. We provide a formal scripting language to capture the semantics of market mechanisms. The language is based on a set of welldefined principles, and is designed to captur...
AMEC
2004
Springer
13 years 10 months ago
2004
Springer
Abstract. Current auctions often expose bidding agents to two difficult, yet common, problems. First, bidding agents often have the opportunity to participate in successive auctio...
AMEC
2004
Springer
13 years 10 months ago
2004
Springer
In this paper we describe an analysis of two double auction markets— the clearing house auction and the continuous double auction. The complexity of these institutions is such th...