UTCS Artificial Intelligence
Mechanism Design for Trading Agents
Typical trading agents are programmed to operate within pre-defined market mechanisms. However it is also interesting to turn the tables and consider which market mechanisms are most effective given the current population of trading strategies.
pstone [at] cs utexas edu
Adaptive Trading Agent Strategies Using Market Experience
David Merrill Pardoe,
Adaptive Mechanism Design: A Metalearning Approach
David Pardoe, Peter Stone, Maytal Saar-Tsechansky, and Kerem Tomak, In
The Eighth International Conference on Electronic Commerce
, pp. 92-102, August 2006.
Developing Adaptive Auction Mechanisms
David Pardoe and Peter Stone,
, Vol. 5, 3 (2005), pp. 1-10.