Rust, J., Miller, J. H., and Palmer, R. (1994). Characterizing e#ective trading strategies: Insights from a computerized double auction tournament. Journal of Economic Dynamics and Control 18, 61--96. 28 Home/Search Document Not in Database Summary Related Articles Check |
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High-Performance Bidding Agents for the Continuous - Gerald (Correct)
.... with human subjects in laboratory simulations of CDAs have found reliable and rapid convergence of prices to values extremely close to the theoretical competitive equilibrium values [10, 11] There have also been several studies of CDAs with various types of computerized bidding agents [1, 2, 3, 5, 6, 8, 9]. A major comparative study of several di erent agent trading strategies was performed in the Santa Fe Double Auction Tournament (SFDAT) Rust et al. 8] Over 30 di erent programs were submitted, encompassing a wide range of approaches. The surprising outcome of the tournament was that an ....
J. Rust, J. Miller, and R. Palmer. Characterizing e ective trading strategies: Insights from the computerized double auction tournament. J. of Economic Dynamics and Control, 18:61-96, 1994. 10
Agent-Based Computational Economics: Growing Economies from the .. - Tesfatsion (2002) (10 citations) (Correct)
....settings) can strongly influence the set of potential long run outcomes. This work has had a substantial impact on ACE researchers, since genetic algorithms have been widely used by these researchers as learning representations for their economic agents. The learning study by Rust et al. [81] has also had a substantial impact on ACE researchers. The authors report a comparative analysis of thirty computational trading algorithms submitted to a double auction tournament held at the Santa Fe Institute between 1990 and 1991. The submitted 4 algorithms ranged from simple rules of thumb ....
Rust, J., Miller, J. H., and Palmer, R. (1994). Characterizing e#ective trading strategies: Insights from a computerized double auction tournament. Journal of Economic Dynamics and Control 18, 61--96.
High-Performance Bidding Agents for the Continuous Double Auction - Tesauro, Das (2001) (10 citations) (Correct)
....period. The CDA is the dominant institution for real world trading of equities, derivatives, etc. Experiments with human subjects in simulated CDAs find reliable price convergence close to theoretical equilibria [9, 10] Several studies examined CDAs with various computerized bidding agents [1, 2, 4, 5, 8], including a major comparative study in the Santa Fe Double Auction Tournament (SFDAT) 7] The principal conclusion was that Todd Kaplan s simple sniping strategy, which waits for the bid ask Permission to make digital or hard copies of all or part of this work for personal or classroom use ....
J. Rust, J. Miller, and R. Palmer. Characterizing e#ective trading strategies: Insights from the computerized double auction tournament. J. of Economic Dynamics and Control, 18:61--96, 1994.
Agent-Based Computational Economics - Tesfatsion (2003) (1 citation) (Correct)
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Rust, J., Miller, J. H., and Palmer, R. (1994). Characterizing e#ective trading strategies: Insights from a computerized double auction tournament. Journal of Economic Dynamics and Control 18, 61--96. 28
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