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Evolutionary Optimization of Parameter Sets for Adaptive Software-Agent Traders in Continuous Double Auction Markets

Overview This paper presents the first results from using a genetic algorithm to optimize all the real- valued parameters governing adaptation in the trading agents. It is shown that a simple genetic algorithm (GA), in combination with an appropriate evaluation function, can deliver good parameter settings from random initial-value conditions. The evolutionary trajectories of the population through the 8- dimensional parameter space are illustrated, and the use of the GA to identify parameters that are redundant or even harmful is discussed.

Further White Paper Details
PublisherHP Labs File FormatPDF, requires Acrobat Rdr 5
Date PublishedApril 2001 Downloads94
FormatWhite Papers   
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