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 re-usability 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.
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Vytelingum, P., Dash, R.K., He, M., Sykulski, A., Jennings, N.R. (2006). Trading Strategies for Markets: A Design Framework and Its Application. In: La Poutré, H., Sadeh, N.M., Janson, S. (eds) Agent-Mediated Electronic Commerce. Designing Trading Agents and Mechanisms. AMEC TADA 2005 2005. Lecture Notes in Computer Science(), vol 3937. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11888727_13
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DOI: https://doi.org/10.1007/11888727_13
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