| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0350852 |
| utime |
20240103194245.9 |
| mtime |
20110104235959.9 |
| title
(primary) (eng) |
Multi-dimensional trading problem in multi-participant settings |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0352233 |
| ISBN |
978-80-903834-5-6 |
| title
|
Decision Making with Multiple Imperfect Decision Makers |
| page_num |
1-6 |
| publisher |
| place |
Prague |
| name |
Institute of Information Theory and Automation Academy of Sciences of the Czech Republic |
| year |
2010 |
|
| editor |
| name1 |
Guy |
| name2 |
Tatiana V. |
|
| editor |
| name1 |
Karny |
| name2 |
Miroslav |
|
| editor |
| name1 |
Wolpert |
| name2 |
David |
|
|
| keyword |
multi-dimensional trading problem |
| keyword |
multi-participant settings |
| author
(primary) |
| ARLID |
cav_un_auth*0223019 |
| name1 |
Zeman |
| name2 |
Jan |
| full_dept (cz) |
Adaptivní systémy |
| full_dept (eng) |
Department of Adaptive Systems |
| department (cz) |
AS |
| department (eng) |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Decision Making Theory |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| project |
| project_id |
GA102/08/0567 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0239566 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
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. |
| action |
| ARLID |
cav_un_auth*0266426 |
| name |
24th Annual Conference on Neural Information Processing Systems |
| place |
Whistler, B.C. Canada |
| dates |
06.12.2010-11.12.2010 |
| country |
CA |
|
| reportyear |
2011 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0190741 |
| arlyear |
2010 |
| mrcbU63 |
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 |
| mrcbU67 |
Guy Tatiana V. 340 |
| mrcbU67 |
Karny Miroslav 340 |
| mrcbU67 |
Wolpert David 340 |
|