@inproceedings{3cf76668587843b095b1ad45642f7f7f,
title = "Impact of misalignment of trading agent strategy across multiple markets",
abstract = "We examine the effect of a market pricing policy designed to attract high-valued traders in a multiple market context using JCAT software. Our experiments show that a simple change to pricing policy can create market performance effects that traditional adaptive trading agents are unable to recognize or capitalize on, but that market-policy-aware trading agents can generally obtain. This suggests as parameterized and tunable markets become more common, trading strategies will increasingly need to be conditional on each individual market's policies.",
keywords = "Market design, Market selection strategy, Multiple markets, Pricing policy, Trading strategy",
author = "Sohn, {Jung Woo} and Sooyeon Lee and Tracy Mullen",
year = "2009",
doi = "10.1007/978-3-642-03821-1_7",
language = "English (US)",
isbn = "3642038204",
series = "Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering",
pages = "40--54",
booktitle = "Auctions, Market Mechanisms and Their Applications - First International ICST Conference, AMMA 2009, Revised Selected Papers",
note = "1st Conference on Auctions, Market Mechanisms, and Their Applications, AMMA 2009 ; Conference date: 08-05-2009 Through 09-05-2009",
}