Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming-Reference-Cited by-同舟云学术

Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming

Published:2000 Issue: Volume: Page:517-531
ISSN:0302-9743
Container-title:Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents
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Author:

Chen Shu-Heng

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/3-540-44491-2_76

Reference13 articles.

1. Andrews, M. and R. Prager (1994), “Genetic Programming for the Acquisition of Double Auction Market Strategies,” in K. E. Kinnear (ed.), Advances in Genetic Programming, Vol. 1, MIT Press. pp. 355–368.

2. Axelrod, R. (1984), The Evolution of Cooperation, Basic Books.

3. Beaufils, B., J.-P. Delahaye and P. Mathieu (1998), “Complete Classes of Strategies for the Classical Iterated Prisoner’s Dilemma,” in V. W. Porto, N. Saravanan, D. Waagen, and A. E. Eiben (eds.), Evolutionary Programming VII, pp. 33–42.

4. Chen, S.-H and C.-H. Yeh (2000), “Evolving Traders and the Business School with Genetic Programming: A New Architecture of the Agent-Based Artificial Stock Market,” Journal of Economic Dynamics and Control, forthcoming.

5. Cliff, D. (1997), “Minimal-Intelligence Agents for Bargaining Behaviors in Market-Based Environments,” HP Technical Report, HPL-97-91, 1997.

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