Using evolutionary game-theory to analyse the performance of trading strategies in a continuous double auction market

被引：0
|
作者：
Cai, Kai [1 ]
Niu, Jinzhong [1 ]
Parsons, Simon [1 ]
机构：
[1] CUNY, Grad Ctr, Dept Comp Sci, New York, NY 10016 USA
来源：
ADAPTIVE AGENTS AND MULTI-AGENT SYSTEMS | 2008年 / 4865卷
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In agent-based computational economics, many different trading strategies have been proposed. Given the kinds of market that such trading strategies are employed in, it is clear that the performance of the strategies depends heavily on the behavior of other traders. However, most trading strategies are studied in homogeneous populations, and those tests that have been carried out on heterogeneous populations are limited to a small number of strategies. In this paper we extend the range of strategies that have been exposed to a more extensive analysis, measuring the performance of eight trading strategies using an approach based on evolutionary game theory.
引用
收藏
页码：44 / 59
页数：16
相关论文
共 39 条
  • [1] Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation
    Yagi, Isao
    Maruyama, Shunya
    Mizuta, Takanobu
    [J]. COMPLEXITY, 2020, 2020
  • [2] Trading Strategies in Transportation Service Market Based on Online Double Auction
    Shao, Yuan
    Zhou, Mengya
    Wang, Yajuan
    [J]. CONFERENCE PROCEEDINGS OF THE 6TH INTERNATIONAL SYMPOSIUM ON PROJECT MANAGEMENT (ISPM2018), 2018, : 802 - 809
  • [3] Effect of k-ZI trader's trading strategy on performance of continuous double auction market
    Zhan Wen-jie
    Wang Ying-ying
    [J]. Proceedings of the 2006 International Conference on Management Science & Engineering (13th), Vols 1-3, 2006, : 271 - 275
  • [4] How Trading Strategy determine Price Behavior in Continuous Double Auction Market
    Zhan, Wenjie
    Song, Huarong
    [J]. ADVANCES IN BUSINESS INTELLIGENCE AND FINANCIAL ENGINEERING, 2008, 5 : 881 - 886
  • [5] ON A CONTINUOUS MIXED STRATEGIES MODEL FOR EVOLUTIONARY GAME THEORY
    Boccabella, Astridh
    Natalini, Roberto
    Pareschi, Lorenzo
    [J]. KINETIC AND RELATED MODELS, 2011, 4 (01) : 187 - 213
  • [6] Research on Renewable Energy Trading Strategies Based on Evolutionary Game Theory
    Huang, Fei
    Fan, Hua
    Shang, Yunlong
    Wei, Yuankang
    Almutairi, Sulaiman Z.
    Alharbi, Abdullah M.
    Ma, Hengrui
    Wang, Hongxia
    [J]. SUSTAINABILITY, 2024, 16 (07)
  • [7] Strategies of Participants in the Carbon Trading Market-An Analysis Based on the Evolutionary Game
    Hu, Jieli
    Wang, Tieli
    [J]. SUSTAINABILITY, 2023, 15 (14)
  • [8] An evolutionary game-theoretic comparison of two double-auction market designs
    Phelps, S
    Parsons, S
    McBurney, P
    [J]. AGENT-MEDIATED ELECTRONIC COMMERCE VI: THEORIES FOR AND ENGINEERING OF DISTRIBUTED MECHANISMS AND SYSTEMS, 2005, 3435 : 101 - 114
  • [9] On using ZCS in a simulated continuous double-auction market
    Bull, L
    [J]. GECCO-99: PROCEEDINGS OF THE GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE, 1999, : 83 - 90
  • [10] Optimization of Cybersecurity Investment Strategies in the Smart Grid Using Game-Theory
    Hyder, Burhan
    Govindarasu, Manimaran
    [J]. 2020 IEEE POWER & ENERGY SOCIETY INNOVATIVE SMART GRID TECHNOLOGIES CONFERENCE (ISGT), 2020,
1234