Actionable trading strategies for trading agents determine the potential of the simulated models in real-life markets. The development of actionable strategies is a non-trivial task, which needs to consider real-life constraints and organizational factors in the market. In this paper, we first analyze such constraints on developing actionable trading strategies. Further we propose an actionable...

The collaboration of agents can undertake complicated tasks that cannot be handled well by a single agent. This is even true for excecuting multiple goals at the same time. In this paper, we demonstrate the use of trading agent collaboration in integrating multiple trading strategies. Trading agents are used for developing quality trading strategies to support smart actions in the market. Evolu...

A New Look at the Stopping Times Related to the Trading Strategies Vilen Abramov We provide a probabilistic framework by which an analytic analysis can be performed for the trading strategies under various continuous price dynamics. This, in part, is done by making a connection to the cumulative sum (cusum) procedure of quality control. Although the cusum procedure has been studied quiet extens...

In agent-based computational economics, many different trading strategies have been proposed. Given the kinds of market that such trading strategies are employed in, it is clear that the performance of the strategies depends heavily on the behavior of other traders. However, most trading strategies are studied in homogeneous populations, and those tests that have been carried out on heterogeneo...

Implementing and offering other than best effort services in large scale IP networks, such as Internet, has been and still is one of the biggest challenges for network operators, (internet) service providers (I)SPs and vendors on route towards multiservice IP networks and internet. Service Level Agreements (SLAs) play an important role from providers ́ and the customers ́ business point of view w...

We show that pointwise limits of semistatic trading strategies in discrete time are again strategies. The analysis is carried out full generality for a two-period model, and under probabilistic condition multiperiod, multistock models. Our result contrasts with counterexample Acciaio, Larsson, Schachermayer, shows their observation due to failure integrability rather than instability the form. ...