Using Evolutionary Game-Theory to Analyse the Performance of Trading Strategies in a Continuous Double Auction Market.
Kai CaiJinzhong NiuSimon ParsonsPublished in: Adaptive Agents and Multi-Agents Systems (2007)
Keyphrases
- trading strategies
- evolutionary game theory
- replicator dynamics
- test bed
- game theory
- stock market
- trading agents
- evolutionary game
- multiagent learning
- multi agent
- trading systems
- computer programs
- multi agent learning
- multi agent reinforcement learning
- evolutionary computing
- natural selection
- graph matching
- data mining methods
- search space
- neural network