| D.C. Parkes and B.A. Huberman, Multi-agent cooperative search for portfolio selection, Games & Economic Behavior, Special issue on artificial intelligence and economics, 35 (2001), 124-165. |
....a multi agent artificial market system whose software broker agent can learn to build a relatively long term trust relationship with their clients. The goals of these broker agents are not only to maximize the total revenue subject to their clients risk preference as most other agents do in [10, 14, 17], but also to maximize the trust they receive from their clients. Trust is introduced into I TRUST as a relationship between clients and their software broker agents in terms of the amount of money they are willing to give to these agents to invest on their behalf. To achieve this, broker agents ....
....to lose, therefore a broker agent has to learn to elicit her his client risk return preference model so as to make a best investment strategy. From the perspective of the client, she he implements a partial trust towards her his client, which is different from most of current studies of this kind [3, 10, 14, 17]. In [3, 10, 14] agents are fully delegated to make decisions in the artificial stock market; while in [17] users have no trust at all towards their agents: a broker agent acts only as an information agent to collect relevant information, and the intelligent client will make final decisions on ....
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D.C. Parkes and B.A. Huberman, Multi-agent cooperative search for portfolio selection, Games & Economic Behavior, Special issue on artificial intelligence and economics, 35 (2001), 124-165.
....ents may extract di#erent types of data, reducin the overall time in extraction. In [4] Yin presents the first steps towards creatin automated bar ainin intelli ent assistants that can reason about the relative supply and demand for oods and services and ne otiate to reach a ood deal. Parkes in [13] presents a multi a ent model for the multiperiod portfolio selection problem. Individual a ents each receive a share of initial wealth, and follow an investment strate y to adjust their portfolio as they observe movements of the market over time. They also su ested that a cooperative multia ent ....
David C. Parkes. Multiagent cooperative search for portfolio selection. Computer and Information Science Department University of Pennsylvania Philadelphia.
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