edu.cuny.cat.trader.marketselection
Class StimuliResponseMarketSelectionStrategyWithReset

java.lang.Object
  extended by java.util.Observable
      extended by edu.cuny.cat.trader.marketselection.AbstractMarketSelectionStrategy
          extended by edu.cuny.cat.trader.marketselection.AdaptiveMarketSelectionStrategy
              extended by edu.cuny.cat.trader.marketselection.StimuliResponseMarketSelectionStrategy
                  extended by edu.cuny.cat.trader.marketselection.StimuliResponseMarketSelectionStrategyWithReset
All Implemented Interfaces:
edu.cuny.config.param.Parameterizable, edu.cuny.obj.Resetable

public class StimuliResponseMarketSelectionStrategyWithReset
extends StimuliResponseMarketSelectionStrategy

An adaptive market selection strategy using a stimuli response learner, which learns by receiving the agent's profit as reward and makes decision on choosing market, and resets its memory daily with a probability.

Parameters

base.prob
double in [0,1] (0.1 by default)
(the probability with which the strategy resets the information it learned each day)

Version:
$Revision: 1.14 $
Author:
Jinzhong Niu

Field Summary
static double DEFAULT_PROBABILITY
           
static java.lang.String P_PROB
           
protected  double prob
           
protected  edu.cuny.random.Uniform uniform
           
 
Fields inherited from class edu.cuny.cat.trader.marketselection.StimuliResponseMarketSelectionStrategy
srLearner
 
Fields inherited from class edu.cuny.cat.trader.marketselection.AdaptiveMarketSelectionStrategy
learner, P_DEF_BASE, P_LEARNER
 
Fields inherited from class edu.cuny.cat.trader.marketselection.AbstractMarketSelectionStrategy
activeMarkets, agent, currentMarketIndex, marketIndices, markets
 
Constructor Summary
StimuliResponseMarketSelectionStrategyWithReset()
           
 
Method Summary
 void eventOccurred(AuctionEvent event)
           
 void setup(edu.cuny.config.param.ParameterDatabase parameters, edu.cuny.config.param.Parameter base)
           
 java.lang.String toString()
           
 
Methods inherited from class edu.cuny.cat.trader.marketselection.StimuliResponseMarketSelectionStrategy
reward
 
Methods inherited from class edu.cuny.cat.trader.marketselection.AdaptiveMarketSelectionStrategy
reset, selectMarket, setupMarkets
 
Methods inherited from class edu.cuny.cat.trader.marketselection.AbstractMarketSelectionStrategy
addActiveSpecialist, getCurrenMarket, hasValidCurrentMarket, initialize, registerMarket, setAgent
 
Methods inherited from class java.util.Observable
addObserver, clearChanged, countObservers, deleteObserver, deleteObservers, hasChanged, notifyObservers, notifyObservers, setChanged
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Field Detail

P_PROB

public static final java.lang.String P_PROB
See Also:
Constant Field Values

DEFAULT_PROBABILITY

public static final double DEFAULT_PROBABILITY
See Also:
Constant Field Values

prob

protected double prob

uniform

protected edu.cuny.random.Uniform uniform
Constructor Detail

StimuliResponseMarketSelectionStrategyWithReset

public StimuliResponseMarketSelectionStrategyWithReset()
Method Detail

setup

public void setup(edu.cuny.config.param.ParameterDatabase parameters,
                  edu.cuny.config.param.Parameter base)
Specified by:
setup in interface edu.cuny.config.param.Parameterizable
Overrides:
setup in class StimuliResponseMarketSelectionStrategy

eventOccurred

public void eventOccurred(AuctionEvent event)
Overrides:
eventOccurred in class StimuliResponseMarketSelectionStrategy

toString

public java.lang.String toString()
Overrides:
toString in class AdaptiveMarketSelectionStrategy