Trading strategies for markets:a design framework and its application

Vytelingum, P. and Dash, R. K. and He, M. and Sykulski, A. and Jennings, N. R. (2006) Trading strategies for markets:a design framework and its application. In: Agent-mediated electronic commerce. Lecture Notes in Computer Science . Springer Verlag, NLD, pp. 171-186. ISBN 9783540462422

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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.

Item Type:
Contribution in Book/Report/Proceedings
ID Code:
87334
Deposited By:
Deposited On:
14 Aug 2017 08:04
Refereed?:
Yes
Published?:
Published
Last Modified:
12 Aug 2020 11:29