Multi-market trading problem

0352393 - ÚTIA 2011 CZ eng A - Abstract
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]
Institutional research plan: CEZ:AV0Z10750506
Keywords : multiple participants * trading problem
Subject RIV: BC - Control Systems Theory
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.
Permanent Link: http://hdl.handle.net/11104/0191906