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dc.contributor.authorDong, Rui
dc.contributor.authorTai, Terry
dc.contributor.authorYeung, Wilfred
dc.contributor.authorParkes, David C.
dc.date.accessioned2010-05-05T14:35:26Z
dc.date.issued2004
dc.identifier.citationDong, 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.urihttp://nrs.harvard.edu/urn-3:HUL.InstRepos:4054441
dc.description.abstractThe 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.sponsorshipEngineering and Applied Sciencesen_US
dc.language.isoen_USen_US
dc.relation.isversionofhttp://tradingagents.org/tradingagents/tradingagents.org/research-reports/tac-scm/en_US
dc.relation.hasversionhttp://www.eecs.harvard.edu/econcs/pubs/tac03.pdfen_US
dash.licenseLAA
dc.titleHarTAC– The Harvard TAC SCM'03 Agenten_US
dc.typeConference Paperen_US
dc.description.versionAuthor's Originalen_US
dc.relation.journalProceeding of the Second Workshop on Trading Agent Design and Analysisen_US
dash.depositing.authorParkes, David C.
dc.date.available2010-05-05T14:35:26Z
dash.contributor.affiliatedParkes, David


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