Add to ORKGThis paper presents a methodology for designing trading agents for complex games. We compute, for the first time, Bayes-Nash equilibria for firstprice single-unit auctions and mth-price multi-unit auctions, when the auction has a set of possible closing times, one of which is chosen randomly for the auction to end at. To evaluate this approach we used our analysis to generate strategies for the International Trading Agent Competition. One of these was evaluated as the best overall and was subsequently used very successfully by our agent WhiteBear in the 2005 competition
Abstract. This paper presents a new bidding strategy for continuous double auctions (CDA) designed f...
A Strategy Generation Engine is a system that reads a description of a game or market mechanism and ...
Mechanism design (MD) has recently become a very popular approach in the design of distributed syste...
A Strategy Generation Engine is a system that reads a description of a game or market mechanism and ...
We investigate how automated traders strategically select marketplaces and submit offers across mult...
Our paper concerns the computation of Nash equilibria of first-price auctions with correlated values...
This thesis explores how agents should optimally trade in electronic markets when they account for l...
We present a framework for defining trading scenarios based on fish market auctions: Trading (buyer ...
Auctions are modeled as Bayesian games with continuous type and action spaces. Computing equilibria ...
Abstract:- We present a comparative analysis for several multi-agents participating in Trading Agent...
My dissertation investigates the computation of Bayes-Nash equilibria in auctions via multiagent lea...
We present a framework for de#ning trading scenarios based on fish market auctions. In these scenari...
As computational agents are developed for increasingly complicated e-commerce applications, the comp...
As computerized agents are becoming more and more common, e-commerce becomes a major candidate for i...
Agent-based modelling (ABM) is broadly adopted to empirically study the market microstructure. Resea...
Abstract. This paper presents a new bidding strategy for continuous double auctions (CDA) designed f...
A Strategy Generation Engine is a system that reads a description of a game or market mechanism and ...
Mechanism design (MD) has recently become a very popular approach in the design of distributed syste...
A Strategy Generation Engine is a system that reads a description of a game or market mechanism and ...
We investigate how automated traders strategically select marketplaces and submit offers across mult...
Our paper concerns the computation of Nash equilibria of first-price auctions with correlated values...
This thesis explores how agents should optimally trade in electronic markets when they account for l...
We present a framework for defining trading scenarios based on fish market auctions: Trading (buyer ...
Auctions are modeled as Bayesian games with continuous type and action spaces. Computing equilibria ...
Abstract:- We present a comparative analysis for several multi-agents participating in Trading Agent...
My dissertation investigates the computation of Bayes-Nash equilibria in auctions via multiagent lea...
We present a framework for de#ning trading scenarios based on fish market auctions. In these scenari...
As computational agents are developed for increasingly complicated e-commerce applications, the comp...
As computerized agents are becoming more and more common, e-commerce becomes a major candidate for i...
Agent-based modelling (ABM) is broadly adopted to empirically study the market microstructure. Resea...
Abstract. This paper presents a new bidding strategy for continuous double auctions (CDA) designed f...
A Strategy Generation Engine is a system that reads a description of a game or market mechanism and ...
Mechanism design (MD) has recently become a very popular approach in the design of distributed syste...