arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1303.7445cs.AIq-fin.GN
收藏

基于Agent的价格信息交易业务建模

Agent-based modeling of a price information trading business

University of Central Florida(中佛罗里达大学)

Saad Ahmad Khan, Ladislau Boloni

摘要:

我们描述了一个虚构的(但可行的)信息交易业务的基于代理的模拟。Gas Price Information Trader(GPIT)从司机那里购买大都市地区的实时汽油价格信息,并将这些信息转售给需要为车辆加油的司机。我们的模拟使用真实世界的地理数据,生活方式相关的驾驶模式和车辆模型来创建基于代理的驾驶员模型。我们使用真实世界的天然气价格波动的统计数据来创建天然气价格的时间和空间分布的场景。信息的价格是通过简单的谈判模式逐案确定的。交易者和客户根据他们的历史利润调整他们的谈判策略。我们感兴趣的是新兴信息市场的一般属性:可实现利润的数量及其在交易者和客户之间的分配,保持市场运作所需的商业策略(如促销交易),需求的价格弹性以及定价策略对利润的影响。

英文摘要:

We describe an agent-based simulation of a fictional (but feasible) information trading business. The Gas Price Information Trader (GPIT) buys information about real-time gas prices in a metropolitan area from drivers and resells the information to drivers who need to refuel their vehicles. Our simulation uses real world geographic data, lifestyle-dependent driving patterns and vehicle models to create an agent-based model of the drivers. We use real world statistics of gas price fluctuation to create scenarios of temporal and spatial distribution of gas prices. The price of the information is determined on a case-by-case basis through a simple negotiation model. The trader and the customers are adapting their negotiation strategies based on their historical profits. We are interested in the general properties of the emerging information market: the amount of realizable profit and its distribution between the trader and customers, the business strategies necessary to keep the market operational (such as promotional deals), the price elasticity of demand and the impact of pricing strategies on the profit.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑