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Trading strategies for markets: a design framework and its application

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Publication date2006
Host publicationAgent-mediated electronic commerce : designing trading agents and mechanisms
EditorsH. La Poutre, N. M. Sadeh, S. Janson
Place of PublicationBerlin
PublisherSpringer Verlag
Pages171-186
Number of pages16
ISBN (Electronic)9783540462439
ISBN (Print)9783540462422
Original languageEnglish
Event7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems - Utrecht, Netherlands
Duration: 1/07/2005 → …

Conference

Conference7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems
CountryNetherlands
CityUtrecht
Period1/07/05 → …

Publication series

NameLecture Notes in Computer Science
PublisherSpringer-Verlag
Volume3937
ISSN (Print)0302-9743

Conference

Conference7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems
CountryNetherlands
CityUtrecht
Period1/07/05 → …

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.