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Trading strategies for markets: a design framework and its application

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

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Trading strategies for markets : a design framework and its application. / Vytelingum, P.; Dash, R. K.; He, M.; Sykulski, A.; Jennings, N. R.

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/ISSNConference contribution/Paperpeer-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_13

APA

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_13

Vancouver

Vytelingum P, Dash RK, He M, Sykulski A, Jennings NR. Trading strategies for markets: a design framework and its application. In La Poutre H, Sadeh NM, Janson S, editors, Agent-mediated electronic commerce : designing trading agents and mechanisms. Berlin: Springer Verlag. 2006. p. 171-186. (Lecture Notes in Computer Science). https://doi.org/10.1007/11888727_13

Author

Vytelingum, P. ; Dash, R. K. ; He, M. ; Sykulski, A. ; Jennings, N. R. / Trading strategies for markets : a design framework and its application. Agent-mediated electronic commerce : designing trading agents and mechanisms. editor / H. La Poutre ; N. M. Sadeh ; S. Janson. Berlin : Springer Verlag, 2006. pp. 171-186 (Lecture Notes in Computer Science).

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 -