HarTAC– The Harvard TAC SCM'03 Agent
| Title: | HarTAC– The Harvard TAC SCM'03 Agent |
| Author: |
Dong, Rui; Tai, Terry; Yeung, Wilfred; Parkes, David C.
Note: Order does not necessarily reflect citation order of authors. |
| 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. |
| Full Text & Related Files: |
Dong_HarTAC.pdf (223.1Kb; PDF) 
|
| 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. |
| Published Version: | http://tradingagents.org/tradingagents/tradingagents.org/research-reports/tac-scm/ |
| Other Sources: | http://www.eecs.harvard.edu/econcs/pubs/tac03.pdf |
| Terms of Use: | This article is made available under the terms and conditions applicable to Other Posted Material, as set forth at http://nrs.harvard.edu/urn-3:HUL.InstRepos:dash.current.terms-of-use#LAA |
| Citable link to this page: | http://nrs.harvard.edu/urn-3:HUL.InstRepos:4054441 |
| Downloads of this work: |
This item appears in the following Collection(s)
-
FAS Scholarly Articles [15387]
Contact administrator regarding this item (to report mistakes or request changes)
