HarTAC– The Harvard TAC SCM'03 Agent

HarTAC– The Harvard TAC SCM'03 Agent

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HarTAC– The Harvard TAC SCM'03 Agent

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