Mertacor 2009 Demystified: Strategies and Guidelines for Market Design in TAC
Mertacor 2009 Demystified: Strategies and Guidelines for Market Design in TAC
Current global economy involves highly interconnected markets competing with each other for market share and profit. The recent global financial crisis has revived research interest in this competition and has brought out the need for novel, efficient rules. TAC Market Design tournament is one of the first efforts in studying the interaction between opponent stock exchanges. In this paper, we describe our entrant for 2009, Mertacor, and reason about the importance of proper pricing in this global setting.
Market Design, Trading Agent Competition, Double Auction
Stavrogiannis, Lampros C.
08655c3e-a334-4bec-a8a6-3acce9d6ee5b
Mitkas, Pericles A.
119cd47e-a562-44f2-b510-39d18d3c8810
7 June 2010
Stavrogiannis, Lampros C.
08655c3e-a334-4bec-a8a6-3acce9d6ee5b
Mitkas, Pericles A.
119cd47e-a562-44f2-b510-39d18d3c8810
Stavrogiannis, Lampros C. and Mitkas, Pericles A.
(2010)
Mertacor 2009 Demystified: Strategies and Guidelines for Market Design in TAC.
ACM EC 2010 Workshop on Trading Agent Design and Analysis, Harvard University, Massachusetts, United States.
Record type:
Conference or Workshop Item
(Paper)
Abstract
Current global economy involves highly interconnected markets competing with each other for market share and profit. The recent global financial crisis has revived research interest in this competition and has brought out the need for novel, efficient rules. TAC Market Design tournament is one of the first efforts in studying the interaction between opponent stock exchanges. In this paper, we describe our entrant for 2009, Mertacor, and reason about the importance of proper pricing in this global setting.
Text
TADA10_Stavrogiannis_Mitkas.pdf
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Published date: 7 June 2010
Additional Information:
Event Dates: Monday, June 7th, 2010
Venue - Dates:
ACM EC 2010 Workshop on Trading Agent Design and Analysis, Harvard University, Massachusetts, United States, 2010-06-07
Keywords:
Market Design, Trading Agent Competition, Double Auction
Organisations:
Agents, Interactions & Complexity, Electronics & Computer Science
Identifiers
Local EPrints ID: 272364
URI: http://eprints.soton.ac.uk/id/eprint/272364
PURE UUID: 3d6beafe-3bd1-4f47-a9c9-aaddac18938c
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Date deposited: 30 May 2011 12:43
Last modified: 14 Mar 2024 10:00
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Contributors
Author:
Lampros C. Stavrogiannis
Author:
Pericles A. Mitkas
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