Agent-human interactions in the continuous double auction, redux: Using the OpEx Lab-in-a-Box to explore ZIP and GDX

ICAART 2011 - Proceedings of the 3rd International Conference on Agents and Artificial Intelligence

Volumn 2, Issue , 2011, Pages 351-358

  De Luca, Marco ^a   Cliff, Dave ^a  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

Algorithmic trading; Continuous double auction; Experimental economics; Trading agents

Indexed keywords

ALGORITHMIC TRADING; BIDDING STRATEGY; CONTINUOUS DOUBLE AUCTION; ELECTRONIC MARKETPLACES; ELECTRONIC TRADING; EXPERIMENTAL CONDITIONS; EXPERIMENTAL ECONOMICS; FINANCIAL MARKET; TRADING AGENT;

ALGORITHMS; ARTIFICIAL INTELLIGENCE; ELECTRONIC COMMERCE; EXPERIMENTS; INTELLIGENT AGENTS; PUBLISHING;

SOFTWARE AGENTS;

EID: 79960114447     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. Cliff, D., 2009. ZIP60: Further explorations in the evolutionary design of online auction market mechanisms. IEEE Transactions on Evolutionary Computation, 13(1):3-18.
2. Cliff, D., Bruten, J., 1997. Minimal Intelligence Agents for Bargaining Behaviours in Market-Based Environments. Technical report, HPL-97-91, Hewlett Packard Labs.
3. Das, R., Hanson, J . E., Kephart, J. O., Tesauro, G., 2001 .Agent-Human Interactions in the Continuous Double Auction. In: Proc. 17th International Joint Conference on Artificial Intelligence, pp. 1169-1176.
4. Davis, D. D., Holt, C. A., 1993.Experimental Economics. Princeton University Press.
5. DeLuca, M. Forthcoming 2011. OpEx: An Open Exchange Experimental Economics Laboratory in a Box. Technical Report in preparation.
6. Gjerstad, S., Dickhaut, J., 1998.Price Formation in Double Auctions. In: Games and Economic Behaviour, vol. 22, pp. 1-29.
7. Graham-Rowe, D., 2001. Bots knock the socks off city slickers. New Scientist, 11 August 2001.
8. Kagel, J., Roth, A., 1997.The Handbook of Experimental Economics. Princeton University Press.
9. Preist, C., Van Tol, M., 1998. Adaptive agents in a persistent shout double auction. In: Proc. of the First International Conference on Information and Computation Economies, pp 11-18, ACM Press.
10. Tesauro, G ., Das, R., 2001. High-performance bidding agents for the continuous double auction. In: Proc. Third ACM Conference on Electronic Commerce, pp. 206-209.
11. Tesauro, G., Bredin, J. L., 2002. Strategic Sequential Bidding in Auctions using Dynamic Programming. In: Proc. 1st International Joint Conf. on Autonomous Agents and Multiagent Systems, pp. 591-598.
12. Smith, V., 1962. An Experimental Study of Comparative Market Behaviour. In: Journal of Political Economy, vol. 70, pp. 111-137.