政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/23026

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 109951/140892 (78%)
Visitors : 46201911 Online Users : 604

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 社會科學學院 > 經濟學系 > 會議論文 > Item 140.119/23026

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/23026

Title:	On Bargaining Strategies in the SFI Double Auction Tournaments: Is Genetic Programming the Answer?
Authors:	陳樹衡
Contributors:	Universitat Pompeu Fabra
Date:	2000-06
Issue Date:	2009-01-09 11:23:01 (UTC+8)
Abstract:	While early computational studies of bargaining strategies, such as Rust, Miller and Palmer (1993, 1994) and Andrew and Prager (1996) all indicates the significance of agent-based modeling in the follow-up research, a real agent-based model of bargaining strategies in DA markets has never been taken. This paper attempts to take the fisrt step toward it.In this paper, genetic programming is employed to evolve bargaining strategies within the context of SFI double auction tournaments. We are interested in knowing that given a set of traders, each with a fixed trading strategies, can the automated trader driven by genetic programming eventually develop bargaining strategies which can outperform its competitors` strategies? To see how GP trader can survive in various environments, different sets of traders characterized by different compositions of bargaining strategies are chosen to compete with the single GP trader. To give a measure of the difficult level of the DA auction markets facing the GP trader, the program length is used to define the intelligence of chosen traders. In one experiment, the chosen traders are all naive; in another experiment, the traders are all sophisticated. Other experiments are placed in the middle of these two extremes.
Relation:	No 329, Computing in Economics and Finance 2000 from Society for Computational Economics
Data Type:	conference
Appears in Collections:	[經濟學系] 會議論文

Files in This Item:

File	Size	Format
index.html	0Kb	HTML2	1251	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...