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A Framework for Designing Strategies for Trading Agents

A Framework for Designing Strategies for Trading Agents
A Framework for Designing Strategies for Trading Agents
In this paper, we present a novel multi-layered framework for designing strategies for trading agents. The objective of this work is to provide a framework that will assist strategy designers with the different aspects involved in designing a strategy. At present, such strategies are typically designed in an ad-hoc and intuitive manner with little regard for discerning best practice or attaining reuseability in the design process. Given this, our aim is to put such developments on a more systematic engineering footing. After we describe our framework, we then go on to illustrate its use for a particular type of market mechanism (namely the Continuous Double Auction).
7-13
Vytelingum, P.
418675f3-cbda-47bc-8336-474fe328ac99
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Jennings, N. R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30
Vytelingum, P.
418675f3-cbda-47bc-8336-474fe328ac99
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Jennings, N. R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30

Vytelingum, P., Dash, R.K., He, M. and Jennings, N. R. (2005) A Framework for Designing Strategies for Trading Agents. IJCAI Workshop on Trading Agent Design and Analysis, Edinburgh, United Kingdom. pp. 7-13 .

Record type: Conference or Workshop Item (Paper)

Abstract

In this paper, we present a novel multi-layered framework for designing strategies for trading agents. The objective of this work is to provide a framework that will assist strategy designers with the different aspects involved in designing a strategy. At present, such strategies are typically designed in an ad-hoc and intuitive manner with little regard for discerning best practice or attaining reuseability in the design process. Given this, our aim is to put such developments on a more systematic engineering footing. After we describe our framework, we then go on to illustrate its use for a particular type of market mechanism (namely the Continuous Double Auction).

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More information

Published date: 2005
Venue - Dates: IJCAI Workshop on Trading Agent Design and Analysis, Edinburgh, United Kingdom, 2005-01-01
Organisations: Agents, Interactions & Complexity

Identifiers

Local EPrints ID: 261141
URI: http://eprints.soton.ac.uk/id/eprint/261141
PURE UUID: 5bae7dca-3072-4f91-8765-5976bc469c92

Catalogue record

Date deposited: 10 Aug 2005
Last modified: 24 Jun 2020 16:36

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Contributors

Author: P. Vytelingum
Author: R.K. Dash
Author: M. He
Author: N. R. Jennings

University divisions

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