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A Comparison of Effective Trading Agents in Double Auction Markets

In this paper, we conducted agent-based simulations in double auction markets with strategies gathered from the literature. The goal is to compare various styles of strategies based on their effectiveness. In shows that adopting heuristics, adaptive strategies, or even more innovative algorithms such as Genetic Programming, can yield different advantages in a profit-variation exchange setup. This result can be the foundation of further comparison between human agents and software agents.