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Industrial Automatic Control Systems and Controllers Annotation << Back
Modifi ed Algorithm of Auction Sale Using SPOT Dealing |
A.A. Moiseev
Optimized algorithm is regarded for auction sale with lots using SPOT dealing. Algorithm determines fl uent offer at volatile price, locks sales at intolerable price reducing and can provide counter purchases for supply completion. Correspondent procedure implemented in form of three - positional pulse-duration controller which generates commands on sales, purchases and activity suspension. Performed numerical experiments showed that algorithm provides behavior, which corresponds to
intuitively reasonable one.
Keywords: tender; quotation; trade algorithm; liquidity; lot; SPOT; market-rate; offer; volatile price; pulse-duration controller; counter deliveries; pulse-duration controller; activity suspension.
Contacts: E-mail: slow.coach@yandex.ru
Pp. 25-29. |
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