Designing the Market Game for a Trading Agent Competition
IEEE Internet Computing
ATTac-2000: an adaptive autonomous bidding agent
Journal of Artificial Intelligence Research
Competitive algorithms for VWAP and limit order trading
EC '04 Proceedings of the 5th ACM conference on Electronic commerce
Designing safe, profitable automated stock trading agents using evolutionary algorithms
Proceedings of the 8th annual conference on Genetic and evolutionary computation
Feature-based generators for time series data
WSC '05 Proceedings of the 37th conference on Winter simulation
Strategic betting for competitive agents
Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems - Volume 2
An interactive platform for auction-based allocation of loads in transportation logistics
Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems: industrial track
Rational Bidding Using Reinforcement Learning
GECON '08 Proceedings of the 5th international workshop on Grid Economics and Business Models
Stronger CDA strategies through empirical game-theoretic analysis and reinforcement learning
Proceedings of The 8th International Conference on Autonomous Agents and Multiagent Systems - Volume 1
Detecting and forecasting economic regimes in multi-agent automated exchanges
Decision Support Systems
A multi-agent platform for auction-based allocation of loads in transportation logistics
Expert Systems with Applications: An International Journal
Research Commentary---Designing Smart Markets
Information Systems Research
Towards automated trading based on fundamentalist and technical data
SBIA'10 Proceedings of the 20th Brazilian conference on Advances in artificial intelligence
Three automated stock-trading agents: a comparative study
AAMAS'04 Proceedings of the 6th AAMAS international conference on Agent-Mediated Electronic Commerce: theories for and Engineering of Distributed Mechanisms and Systems
Automated traders in commodities markets: Case of producer-consumer institution
Expert Systems with Applications: An International Journal
Financial events recognition in web news for algorithmic trading
ER'12 Proceedings of the 2012 international conference on Advances in Conceptual Modeling
The global financial markets: an ultra-large-scale systems perspective
Proceedings of the 17th Monterey conference on Large-Scale Complex IT Systems: development, operation and management
Semantics-based information extraction for detecting economic events
Multimedia Tools and Applications
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The Penn-Lehman Automated Trading Project is a broad investigation of algorithms and strategies for automated trading in financial markets. The project centers around the Penn Exchange Simulator, which performs a stock market simulation that integrates virtual client orders with limit order data from real-world electronic exchanges. As part of the project, several competitions have involved a diverse set of 14 automated trading clients submitted by more than 30 participants.