Improving Zero-Intelligence Plus for Call Markets
This paper explores whether a well-performing trading strategy designed for Continuous Double Auction can be used in Call Markets. We design several heuristics and demonstrate that we can significantly improve the performance of that strategy, called Zero Intelligence Plus, while retaining the market's high efficiency. As a result, our modified strategy can be employed by autonomous agents, e.g. for trading energy in a CALL in the Smart Grid domain.
Dr. Mihail Mihaylov is working in the private sector in the domains of smart grids, renewable energy and blockchain technology. Previously he was post-doctoral researcher at Vrije Universiteit Brussel, Sensing & Control Systems in Spain, and KULeuven. In 2012 he obtained his Ph.D. degree in artificial intelligence with highest distinction from Vrije Universiteit Brussel with his doctoral thesis "Decentralized Coordination in Multi-agent Systems".