Multi-market trading problem

0352393 - ÚTIA 2011 CZ eng A - Abstrakt
Zeman, Jan
Multi-market trading problem.
Abstracts of Contributions to 6th International Workshop on Data-Algorthms-Decision Making. Praha: ÚTIA AV ČR, v.v.i, 2010. s. 43-43.
[6th international workshop on Data - Algorithm - Decision making. 02.12.2010-04.12.2010, Jindřichův Hradec]
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: multiple participants * trading problem
Kód oboru RIV: BC - Teorie a systémy řízení
http://library.utia.cas.cz/separaty/2010/AS/zeman-multi-market trading problem.pdf

The paper deals with extension the task for constrained capital and multiple markets, but the task grows exponentially with the number of markets. Therefore the another representation of the task must be searched. We present the representation by participants, where each participant works with one market and communicates with other participants by asking and bidding the capital. The basic experiments and comparing with the original task are presented.
Trvalý link: http://hdl.handle.net/11104/0191906