Pricing and Resource Allocation for Intelligent Trading Agents using Economic Regimes
نویسندگان
چکیده
We present a semi-parametric model that describes and predicts pricing behaviors in a market environment using a Gaussian mixture model and a Markov process. We show how the model can be used to guide resource allocation and pricing decisions in an autonomous trading agent. We validate our model by presenting results obtained in the Trading Agent Competition for Supply Chain Management.
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تاریخ انتشار 2007