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.
Peter Stone Faculty pstone [at] cs utexas edu
Adaptive Trading Agent Strategies Using Market Experience 2011
David Merrill Pardoe,
Adaptive Mechanism Design: A Metalearning Approach 2006
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 2005
David Pardoe and Peter Stone, SIGecom Exchanges, Vol. 5, 3 (2005), pp. 1-10.