co-evolve auction mechanisms and trading behaviors.
This is the home page for NSF IIS-0329037, which was funded from September 2003 until September 2008.
The project was concerned with the process of automatically constructing economic mechanisms, or markets, with a specific interest in double auction markets.
Specifically we constructed tools to make it possible to
co-evolve auction mechanisms and trading behaviors.
The project has shown that it is possible:
to evolve useful new auction mechanisms using genetic programming and
genetic algorithms when given a fixed set of trading strategies.
to learn new trading strategies that outperform combinations of
existing trading strategies in a fixed auction mechanism.
to co-evolve a combination of trading mechanism and trading strategies
that optimise a given set of metrics.
This site mainly offers access to:
publications; and software If you have any questions about, or comments on, the project please send email to: parsons@sci.brooklyn.cuny.edu