0350852 20240103194245.920110104235959.9 6 s. cav_un_epca*0352233978-80-903834-5-61-6PragueInstitute of Information Theory and Automation Academy of Sciences of the Czech Republic2010GuyTatiana V.KarnyMiroslavWolpertDavid multi-dimensional trading problem multi-participant settings cav_un_auth*0223019 Zeman Jan Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2010/AS/zeman-multi-dimensional trading problem in multi-participant settings.pdf 1M0572 GA MŠk cav_un_auth*0001814 GA102/08/0567 GA ČR cav_un_auth*0239566 CEZ:AV0Z10750506 The dimensionality of optimization problem arising within multi-market trading task grows exponentially with a growing number of markets. To prevent the dimensionality problem, multi-market trading is represented as a multi-participant decision making problem with finite common capital. Each local DM task is a single-market trading enriched by an ability to share a part of local capital with other local DM tasks (participants). The paper provides formulation of the problem and basic algorithmic steps. The approach is illustrated on the real market data. cav_un_auth*0266426 24th Annual Conference on Neural Information Processing Systems Whistler, B.C. Canada 06.12.2010-11.12.2010 CA 2011 BB http://hdl.handle.net/11104/0190741 2010 cav_un_epca*0352233 Decision Making with Multiple Imperfect Decision Makers 978-80-903834-5-6 1 6 Prague Institute of Information Theory and Automation Academy of Sciences of the Czech Republic 2010 Guy Tatiana V. 340 Karny Miroslav 340 Wolpert David 340