Market-based risk allocation for multi-agent systems.
Masahiro OnoBrian C. WilliamsPublished in: AAMAS (2010)
Keyphrases
- multi agent systems
- distributed resource allocation
- resource allocation
- black scholes
- financial crisis
- risk neutral
- game theory
- risk aversion
- learning agents
- risk evaluation
- multi agent
- decision making
- option pricing
- risk management
- risk averse
- cooperative
- intelligent agents
- optimal allocation
- portfolio management
- financial markets
- high risk
- risk factors
- agent architecture
- autonomous agents
- multi agent reinforcement learning
- software agents
- stock market
- capacity allocation
- normative systems
- financial data
- agent systems
- coalition formation
- market data
- allocation scheme
- investment decisions
- online markets
- agent oriented
- stock price