Trading strategies for markets: A design framework and its application
Trading strategies for markets: A design framework and its application
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 reusability 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 how it can be used to design strategies for a particular type of market mechanism (namely the Continuous Double Auction), and how it was used to design a novel strategy for the Travel Game of the International Trading Agent Competition.
Continuous Double Auctions, Trading Strategies, Design Framework
3-540-46242-2
171-186
Vytelingum, P
74f7eaa2-69aa-4a6d-a58e-d7ea6c4d4dd6
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Sykulski, A.M.
687d5481-dc05-44c6-af21-2452c135394f
Jennings, N.R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30
2006
Vytelingum, P
74f7eaa2-69aa-4a6d-a58e-d7ea6c4d4dd6
Dash, R.K.
688bf118-f42f-42bc-80f7-e915330f85d5
He, M.
414070d3-f81b-455f-86ac-a11370fb36e3
Sykulski, A.M.
687d5481-dc05-44c6-af21-2452c135394f
Jennings, N.R.
ab3d94cc-247c-4545-9d1e-65873d6cdb30
Vytelingum, P, Dash, R.K., He, M., Sykulski, A.M. and Jennings, N.R.
(2006)
Trading strategies for markets: A design framework and its application.
In,
La Poutre, Han, Sadeh, Norman and Janson, Sverker
(eds.)
LNAI 3937: Agent-Mediated Electronic Commerce VI, Designing Trading Agents and Mechanisms, AAMAS 2005 Workshop, AMEC 2005, Utrecht, Netherlands, July, 2005, and IJCAI 2005 Workshop, TADA 2005, Edinburgh,UK, August 2005, Revised Selected Papers.
Springer, .
Record type:
Book Section
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 reusability 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 how it can be used to design strategies for a particular type of market mechanism (namely the Continuous Double Auction), and how it was used to design a novel strategy for the Travel Game of the International Trading Agent Competition.
More information
Published date: 2006
Keywords:
Continuous Double Auctions, Trading Strategies, Design Framework
Organisations:
Agents, Interactions & Complexity
Identifiers
Local EPrints ID: 263231
URI: http://eprints.soton.ac.uk/id/eprint/263231
ISBN: 3-540-46242-2
PURE UUID: 97725849-0131-4cef-9d2b-6bf271325500
Catalogue record
Date deposited: 05 Dec 2006
Last modified: 14 Mar 2024 07:27
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Contributors
Author:
P Vytelingum
Author:
R.K. Dash
Author:
M. He
Author:
A.M. Sykulski
Author:
N.R. Jennings
Editor:
Han La Poutre
Editor:
Norman Sadeh
Editor:
Sverker Janson
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