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
2005
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.
.
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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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Published date: 2005
Venue - Dates:
IJCAI Workshop on Trading Agent Design and Analysis, Edinburgh., United Kingdom, 2005-08-01
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
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Date deposited: 10 Aug 2005
Last modified: 14 Mar 2024 06:48
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Contributors
Author:
P. Vytelingum
Author:
R.K. Dash
Author:
M. He
Author:
N. R. Jennings
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