The Agent-Based Double Auction Markets: 15 Years On

Author:

Chen Shu-Heng,Tai Chung-Ching

Publisher

Springer Japan

Reference24 articles.

1. Andrews M, Prager R (1994) Genetic programming for the acquisition of double auction market strategies. In: Kinnear KE Jr (ed) Advances in genetic programming. MIT Press, Cambridge, MA, pp 355–368

2. Chan NT, LeBaron B, Lo AW, Poggio T (1999) Agent-based models of financial markets: a comparison with experimental markets. MIT artificial markets project, Paper No. 124, September 5, 1999. Available via CiteSeer http://citeseer.ist.psu.edu/chan99agentbased.html . Cited 18 June 2008

3. Chen S-H (2000) Toward an agent-based computational modeling of bargaining strategies in double auction markets with genetic programming. In: Leung KS, Chan L-W, Meng H (eds) Intelligent data engineering and automated learning-IDEAL 2000: data mining, financial engineering, and intelligent agents. Lecture notes in computer science 1983. Springer, pp 517–531

4. Chen S-H, Chie B-T, Tai C-C (2001) Evolving bargaining strategies with genetic programming: an overview of AIE-DA Ver. 2, Part 2. In: Verma B, Ohuchi A (eds) Proceedings of fourth international conference on computational intelligence and multimedia applications (ICCIMA 2001). IEEE Computer Society Press, pp 55–60

5. Chen S-H, Tai C-C (2003) Trading restrictions, price dynamics and allocative efficiency in double auction markets: an analysis based on agent-based modeling and simulations. Adv Complex Syst 6(3):283–302

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