Electronic Malls White Papers
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.
| Publisher | HP Labs | File Format | PDF, requires Acrobat Rdr 5 |
|---|---|---|---|
| Date Published | April 2001 | Downloads | 94 |
| Format | White Papers | ||
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