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CIA
2006
Springer
15 years 1 months ago
Market-Inspired Approach to Collaborative Learning
The paper describes a decentralized peer-to-peer multi-agent learning method based on inductive logic programming and knowledge trading. The method uses first-order logic for model...
Jan Tozicka, Michal Jakob, Michal Pechoucek
ECML
2004
Springer
15 years 2 months ago
Dynamic Asset Allocation Exploiting Predictors in Reinforcement Learning Framework
Given the pattern-based multi-predictors of the stock price, we study a method of dynamic asset allocation to maximize the trading performance. To optimize the proportion of asset ...
Jangmin O, Jae Won Lee, Jongwoo Lee, Byoung-Tak Zh...
67
Voted
CI
2007
130views more  CI 2007»
14 years 9 months ago
Price Dynamics, Informational Efficiency, and Wealth Distribution in Continuous Double-Auction Markets
This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
Javier Gil-Bazo, David Moreno, Mikel Tapia
AI
2008
Springer
14 years 9 months ago
Strategic bidding in continuous double auctions
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...
WWW
2009
ACM
15 years 10 months ago
Inferring private information using social network data
On-line social networks, such as Facebook, are increasingly utilized by many users. These networks allow people to publish details about themselves and connect to their friends. S...
Jack Lindamood, Raymond Heatherly, Murat Kantarcio...