Standard
Trading strategies for markets: a design framework and its application. / Vytelingum, P.; Dash, R. K.
; He, M. et al.
Agent-mediated electronic commerce : designing trading agents and mechanisms. ed. / H. La Poutre; N. M. Sadeh; S. Janson. Berlin: Springer Verlag, 2006. p. 171-186 (Lecture Notes in Computer Science; Vol. 3937).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Harvard
Vytelingum, P, Dash, RK
, He, M, Sykulski, A & Jennings, NR 2006,
Trading strategies for markets: a design framework and its application. in H La Poutre, NM Sadeh & S Janson (eds),
Agent-mediated electronic commerce : designing trading agents and mechanisms. Lecture Notes in Computer Science, vol. 3937, Springer Verlag, Berlin, pp. 171-186, 7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems, Utrecht, Netherlands,
1/07/05.
https://doi.org/10.1007/11888727_13APA
Vytelingum, P., Dash, R. K.
, He, M., Sykulski, A., & Jennings, N. R. (2006).
Trading strategies for markets: a design framework and its application. In H. La Poutre, N. M. Sadeh, & S. Janson (Eds.),
Agent-mediated electronic commerce : designing trading agents and mechanisms (pp. 171-186). (Lecture Notes in Computer Science; Vol. 3937). Springer Verlag.
https://doi.org/10.1007/11888727_13Vancouver
Author
Bibtex
@inproceedings{e4982ae3e51c402186b117f5f39c5a4e,
title = "Trading strategies for markets: a design framework and its application",
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.",
author = "P. Vytelingum and Dash, {R. K.} and M. He and A. Sykulski and Jennings, {N. R.}",
year = "2006",
doi = "10.1007/11888727_13",
language = "English",
isbn = "9783540462422",
series = "Lecture Notes in Computer Science",
publisher = "Springer Verlag",
pages = "171--186",
editor = "{La Poutre}, {H. } and Sadeh, {N. M.} and S. Janson",
booktitle = "Agent-mediated electronic commerce",
note = "7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems ; Conference date: 01-07-2005",
}
RIS
TY - GEN
T1 - Trading strategies for markets
T2 - 7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems
AU - Vytelingum, P.
AU - Dash, R. K.
AU - He, M.
AU - Sykulski, A.
AU - Jennings, N. R.
PY - 2006
Y1 - 2006
N2 - 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.
AB - 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.
U2 - 10.1007/11888727_13
DO - 10.1007/11888727_13
M3 - Conference contribution/Paper
SN - 9783540462422
T3 - Lecture Notes in Computer Science
SP - 171
EP - 186
BT - Agent-mediated electronic commerce
A2 - La Poutre, H.
A2 - Sadeh, N. M.
A2 - Janson, S.
PB - Springer Verlag
CY - Berlin
Y2 - 1 July 2005
ER -
