计算机工程与应用
計算機工程與應用
계산궤공정여응용
COMPUTER ENGINEERING AND APPLICATIONS
2010年
3期
236-240
,共5页
Risk-Based策略%粒子群优化%连续双向拍卖
Risk-Based策略%粒子群優化%連續雙嚮拍賣
Risk-Based책략%입자군우화%련속쌍향박매
Risk-Based bidding strategy%Particle Swarm Optimization(PSO)%Continuous Double Auction(CDA)
Risk-Based策略是基于风险行为的代理策略.为了改善Risk-Based代理的行为,使交易价格迅速收敛于市场均衡价格,提高市场效率,提出利用粒子群优化算法演化Risk-Based策略参数.首先分析了影响Risk-Based代理行为的关键参数;之后提出了改进的粒子群优化算法演化Risk-Based策略关键参数的模型.最后,在基于市场控制的模拟系统中采用连续双向拍卖机制对演化Risk-Based策略进行了实验评价,结果表明演化后的Risk-Based策略比演化前的策略更为优秀.
Risk-Based策略是基于風險行為的代理策略.為瞭改善Risk-Based代理的行為,使交易價格迅速收斂于市場均衡價格,提高市場效率,提齣利用粒子群優化算法縯化Risk-Based策略參數.首先分析瞭影響Risk-Based代理行為的關鍵參數;之後提齣瞭改進的粒子群優化算法縯化Risk-Based策略關鍵參數的模型.最後,在基于市場控製的模擬繫統中採用連續雙嚮拍賣機製對縯化Risk-Based策略進行瞭實驗評價,結果錶明縯化後的Risk-Based策略比縯化前的策略更為優秀.
Risk-Based책략시기우풍험행위적대리책략.위료개선Risk-Based대리적행위,사교역개격신속수렴우시장균형개격,제고시장효솔,제출이용입자군우화산법연화Risk-Based책략삼수.수선분석료영향Risk-Based대리행위적관건삼수;지후제출료개진적입자군우화산법연화Risk-Based책략관건삼수적모형.최후,재기우시장공제적모의계통중채용련속쌍향박매궤제대연화Risk-Based책략진행료실험평개,결과표명연화후적Risk-Based책략비연화전적책략경위우수.
This paper proposes a method to evolving parameter sets for Risk-Based(RB) bidding strategy in CDA(Continuous Double Auction) market by using the Panicle Swarm Optimization algorithm.The strategy involves the agent forming a bid or asks by assessing the degree of risk involved and making a prediction about the competitive equilibrium price that is likely to be reached in the marketplace.However,there are some parameters setting that significantly influences on the trader's behaviors and the market effficiency.This experiment results show the evolutionary RB bidding strategy can rapidly adapt to the market circum-stance contrasted to the original RB bidding strategy.
