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» Optimization of Trading Physics Models of Markets
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JETAI
2007
141views more  JETAI 2007»
13 years 6 months ago
Exchange market for complex commodities: search for optimal matches
The Internet has led to the development of on-line markets, and computer scientists have designed various auction algorithms, as well as automated exchanges for standardized commo...
Eugene Fink, Jianli Gong, Josh Johnson
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
14 years 13 days ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg
ATAL
2003
Springer
13 years 11 months ago
Walverine: a Walrasian trading agent
TAC-02 was the third in a series of Trading Agent Competition events fostering research in automating trading strategies by showcasing alternate approaches in an open-invitation m...
Shih-Fen Cheng, Evan Leung, Kevin M. Lochner, Kevi...
GLOBECOM
2008
IEEE
14 years 22 days ago
Performance Metric Sensitivity Computation for Optimization and Trade-Off Analysis in Wireless Networks
Abstract—We develop and evaluate a new method for estimating and optimizing various performance metrics for multihop wireless networks, including MANETs. We introduce an approxim...
John S. Baras, Vahid Tabatabaee, George Papageorgi...
GECCO
1999
Springer
111views Optimization» more  GECCO 1999»
13 years 10 months ago
On using ZCS in a Simulated Continuous Double-Auction Market
This paper presents results from on-going investigations into the performance of the Michiganstyle classifier system in a complex multi-agent environment. Using a simplified model...
Larry Bull