Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming

Created by W.Langdon from gp-bibliography.bib Revision:1.8129

@InProceedings{Chen:2000:TAB,

• author = "Shu-Heng Chen",
• title = "Toward an Agent-Based Computational Modeling of Bargaining Strategies in Double Auction Markets with Genetic Programming",
• booktitle = "Intelligent Data Engineering and Automated Learning - IDEAL 2000: Data Mining, Financial Engineering, and Intelligent Agents",
• editor = "Kwong Sak Leung and Lai-Wan Chan and Helen Meng",
• year = "2000",
• series = "Lecture Notes in Computer Science",
• volume = "1983",
• pages = "517--531",
• address = "Shatin, N.T., Hong Kong, China",
• month = "13-15 " # dec,
• publisher = "Springer-Verlag",
• keywords = "genetic algorithms, genetic programming",
• ISBN = "3-540-41450-9",
• CODEN = "LNCSD9",
• ISSN = "0302-9743",
• bibdate = "Tue Sep 10 19:08:58 MDT 2002",
• URL = "http://www.aiecon.org/staff/shc/pdf/toward_an_agent.pdf",
• URL = "http://citeseer.ist.psu.edu/463839.html",
• DOI = "doi:10.1007/3-540-44491-2_76",
• acknowledgement = ack-nhfb,
• size = "15 pages",
• abstract = "Using genetic programming, this paper proposes an agent- based computational modelling of double auction (DA) markets in the sense that a DA market is modeled as an evolving market of autonomous interacting traders (automated software agents). The specific DA market on which our modeling is based is the Santa Fe DA market ([12], [13]), which in structure, is a discrete-time version of the Arizona continuous- time experimental DA market ([14], [15]).",

}

Genetic Programming entries for Shu-Heng Chen

Citations