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High-Performance Bidding Agents for the Continuous Double Auction (2001)  (Make Corrections)  (12 citations)
Gerald Tesauro, Rajarshi Das



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Abstract: We develop two bidding algorithms for real-time Continuous Double Auctions (CDAs) using a variety of market rules that o#er what we believe to be the strongest known performance of any published bidding strategy. Our algorithms are based on extensions of the "ZIP" (Cli#, 1997) and "GD" (Gjerstad and Dickhaut, 1998) strategies: we have made essential modifications to these strategies which enable trading multiple units in real-time markets. We test these strategies against each other and against ... (Update)

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1.7:   High-Performance Bidding Agents for the Continuous - Gerald   (Correct)
0.4:   A Fuzzy Logic Based Bidding Strategy for Autonomous Agents.. - He, Leung, Jennings (2002)   (Correct)
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7:   Price Formation in Double Auctions - Steven, Dickhaut - 1998
6:   Minimal-intelligence agents for bargaining behaviors in market-based environment.. - Cliff - 1997
4:   An experimental study of competitive market behavior (context) - Smith - 1962

BibTeX entry:   (Update)

Gerald Tesauro and Rajarshi Das. High-performance bidding agents for the continuous double auction. In Proceedings of the Third acm Conference on Electronic Commerce, pages 206-209, 2001. http://citeseer.ist.psu.edu/tesauro01highperformance.html   More

@misc{ tesauro01highperformance,
  author = "G. Tesauro and R. Das",
  title = "High-performance bidding agents for the continuous double auction",
  text = "Gerald Tesauro and Rajarshi Das. High-performance bidding agents for the
    continuous double auction. In Proceedings of the Third acm Conference on
    Electronic Commerce, pages 206-209, 2001.",
  year = "2001",
  url = "citeseer.ist.psu.edu/tesauro01highperformance.html" }
Citations (may not include all citations):
31   Price formation in double auctions - Gjerstad, Dickhaut - 1998
22   An experimental study of competitive market behavior (context) - Smith - 1962
21   Agent-human interactions in the continuous double auction - Das, Hanson et al. - 2001
18   Behavior of trading automata in a computerized double auctio.. (context) - Rust, Miller et al. - 1992
15   Adaptive agents in a persistent shout double auction (context) - Preist, van Tol - 1998
11   Microeconomic systems as an experimental science (context) - Smith - 1982
8   Minimal-intelligence agents for bargaining behaviors in mark.. (context) - Cli - 1997
5   Auctions with artificial adaptive agents (context) - Andreoni, Miller - 1995
4   ective trading strategies: Insights from the computerized do.. (context) - Rust, Miller et al. - 1994
1   ciency of markets with zero intellegence traders: Market as .. (context) - Gode, Sunder - 1993



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