In this paper, we present a novel multi-layered framework for designing strategies for trading agents. The objective of this work is to provide a framework that will assist strategy designers with the different aspects involved in designing a strategy. At present, such strategies are typically designed in an ad-hoc and intuitive manner with little regard for discerning best practice or attaining reusability in the design process, Given this, our aim is to put such developments on a more systematic engineering footing. After we describe our framework, we then go on to illustrate how it can be used to design strategies for a particular type of market mechanism (namely the Continuous Double Auction), and how it was used to design a novel strategy for the Travel Game of the International Trading Agent Competition. © Springer-Verlag Berlin Heidelberg 2006.
CITATION STYLE
Vytelingum, P., Dash, R. K., He, M., Sykulski, A., & Jennings, N. R. (2006). Trading strategies for markets: A design framework and its application. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 3937 LNAI, pp. 171–186). Springer Verlag. https://doi.org/10.1007/11888727_13
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