Adaptive Multi-strategy Market-Making Agent for Volatile Markets.
Ali RahemanAnton KoloninAlexey GlushchenkoArseniy FokinIkram AnsariPublished in: AGI (2022)
Keyphrases
- double auction
- trading strategies
- trading agents
- continuous double auctions
- bidding strategies
- market prices
- software agents
- seller agents
- adaptive strategies
- market share
- prediction markets
- mechanism design
- stock market
- electronic markets
- test bed
- electricity markets
- multi agent systems
- multi agent
- electronic marketplaces
- agent model
- market equilibrium
- agent oriented
- investment strategies
- learning agents
- negotiation protocol
- decision making
- financial markets
- market data
- agent mediated
- supply chain management
- online markets
- electric power
- learning capabilities
- autonomous agents
- resource allocation
- multiagent systems
- electronic commerce
- spot market
- optimal strategy
- market participants
- intelligent agents
- pricing strategies
- financial data
- exploration strategy
- learning mechanism
- consumer products
- reinforcement learning