Wolf Ketter's Publications

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Pricing and Resource Allocation for Intelligent Trading Agents using Economic Regimes

Wolfgang Ketter, John Collins, Maria Gini, Alok Gupta, and Paul Schrater. Pricing and Resource Allocation for Intelligent Trading Agents using Economic Regimes. In Second International Symposium of Information Systems, Hyderabad, India, December 2007.

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Abstract

We present a semi-parametric model that describes and predicts pricing behaviors in a market environment using a Gaussian mixture model and a Markov process. We show how the model can be used to guide resource allocation and pricing decisions in an autonomous trading agent. We validate our model by presenting results obtained in the Trading Agent Competition for Supply Chain Management.

@InProceedings{Ketter07ISIS,
  author =       "Wolfgang Ketter and John Collins and Maria Gini and
                  Alok Gupta and Paul Schrater",
  title =        "Pricing and Resource Allocation for Intelligent Trading
                  Agents using Economic Regimes",
  booktitle =    ISIS07,
  year =         "2007",
  abstract = "We present a semi-parametric model that describes and predicts
pricing behaviors in a market environment using a Gaussian mixture
model and a Markov process. We show how the model can be used to
guide resource allocation and pricing decisions in an autonomous
trading agent. We validate our model by presenting results obtained
in the Trading Agent Competition for Supply Chain Management.",
  address =      "Hyderabad, India",
  month = {December},
  bib2html_pubtype = {Refereed Workshop/Symposium},
  bib2html_rescat = {Trading Agents: Supply-Chain Management},
}

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