HarTAC– The Harvard TAC SCM'03 Agent

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HarTAC– The Harvard TAC SCM'03 Agent

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dc.contributor.author Dong, Rui
dc.contributor.author Tai, Terry
dc.contributor.author Yeung, Wilfred
dc.contributor.author Parkes, David C.
dc.date.accessioned 2010-05-05T14:35:26Z
dc.date.issued 2004
dc.identifier.citation Dong, Rui, Terry Tai, Wilfred Yeung, and David C. Parkes. 2004. HarTAC– The Harvard TAC SCM'03 Agent. Paper presented at the AAMAS-04 Workshop on Trading Agent Design and Analysis, New York, 2004. en_US
dc.identifier.uri http://nrs.harvard.edu/urn-3:HUL.InstRepos:4054441
dc.description.abstract The Trading Agent Competition (TAC) is an annual event in which teams from around the world compete in a given scenario concerning the trading agent problem. This paper describes some of the key features and strategies employed by HarTAC, the Harvard University TAC SCM 2003 agent. HarTAC was built to be a moderately aggressive, production-oriented agent, combining a semi-conservative component purchasing strategy with a highly aggressive cycle-based sell side. en_US
dc.description.sponsorship Engineering and Applied Sciences en_US
dc.language.iso en_US en_US
dc.relation.isversionof http://tradingagents.org/tradingagents/tradingagents.org/research-reports/tac-scm/ en_US
dc.relation.hasversion http://www.eecs.harvard.edu/econcs/pubs/tac03.pdf en_US
dash.license LAA
dc.title HarTAC– The Harvard TAC SCM'03 Agent en_US
dc.type Conference Paper en_US
dc.description.version Author's Original en_US
dc.relation.journal Proceeding of the Second Workshop on Trading Agent Design and Analysis en_US
dash.depositing.author Parkes, David C.
dc.date.available 2010-05-05T14:35:26Z

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  • FAS Scholarly Articles [7470]
    Peer reviewed scholarly articles from the Faculty of Arts and Sciences of Harvard University

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