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Trading strategies for markets: A design framework and its application

Vytelingum, P; Dash, RK; He, M; Sykulski, A; Jennings, NR; (2006) Trading strategies for markets: A design framework and its application. In: Poutre, HL and Sadeh, NM and Janson, S, (eds.) AGENT-MEDIATED ELECTRONIC COMMERCE: DESIGNING TRADING AGENTS AND MECHANISMS. (pp. 171 - 186). SPRINGER-VERLAG BERLIN

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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.

Type: Proceedings paper
Title: Trading strategies for markets: A design framework and its application
Event: 7th Workshop on Agent-Mediated Electronic Commerce - Designing Mechanisms and Systems
Location: Utrecht, NETHERLANDS
Dates: 2005-07
ISBN: 3-540-46242-2
UCL classification: UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/1301562
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