- author = "Martin Andrews and Richard Prager",
- title = "Genetic Programming for the Acquisition of Double Auction Market Strategies",
- booktitle = "Advances in Genetic Programming",
- publisher = "MIT Press",
- editor = "Kenneth E. {Kinnear, Jr.}",
- year = "1994",
- chapter = "16",
- pages = "355--368",
- keywords = "genetic algorithms, genetic programming, SA",
-
URL = "
http://www.amazon.co.uk/Advances-Genetic-Programming-Complex-Adaptive/dp/0262111888",
-
URL = "
http://cognet.mit.edu/sites/default/files/books/9780262277181/pdfs/9780262277181_chap16.pdf",
-
DOI = "
doi:10.7551/mitpress/1108.003.0022",
- size = "14 pages",
-
abstract = "The Double Auction (DA) is the mechanism behind the
minute-by-minute trading on many futures and commodity
exchanges. Since 1990, DA tournaments have been held by
the Santa Fe Institute. The competitors in the
tournaments are strategies embodied in computer
programmes written by a variety of economists, computer
scientists and mathematicians. This paper describes how
Genetic Programming (GP) methods have been used to
create strategies superior, in local DA playoffs, to
many of the hand-coded strategies.
To isolate the contribution that the evolutionary process makes to the search for good strategies, we compare GP and Simulated Annealing (SA) optimisation of programmes. To reduce the cost of learning, we also investigate an approach that uses statistical measures to maintain a uniform population pressure.",
-
notes = "'a GP approach was very successful in learning
strategies for playing a simple game with complex
dynamics' Ref Knobeln Contest: (broken)
Sanfrancisco.ira.uka.de [129.13.13.110]
/pub/knobeln
Generational GP pop=300, touranment selection? size=2? Comparison with Simulated Annealing:SA also good but GP better Best GP exceeded performance of handcode routines (on average?) 65percent of time. Check details of what exctly this means.
Set number of games played so could distinquish meadian from top quartile with 95percent confidence. Claims it helps, but doesnt seem to have either speeded things at lot or made much better result.
Part of \cite{kinnear:book}",
