Pricing Options with Portfolio-Holding Trading Agents in Direct Double Auction.
Sarvar AbdullaevPeter McBurneyKatarzyna MusialPublished in: ECAI (2016)
Keyphrases
- multi objective
- trading agents
- bidding strategies
- double auction
- mechanism design
- supply chain
- market conditions
- trading strategies
- supply chain management
- resource allocation
- software agents
- electricity markets
- decision making
- electronic marketplaces
- online auctions
- incomplete information
- learning agents
- agent oriented
- game theory
- dynamic pricing
- autonomous agents
- artificial intelligence
- combinatorial auctions
- mathematical programming
- empirical data
- test bed
- electronic commerce
- multi agent