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=FUsing Artificial MarketsTo Teach Computer and Information Science* GE(eby Karl Lieberherr
Northeastern University, CCIS/PRL
Joint work with Ahmed Abdelmeged and Feng ZhoufPf Artificial markets / my teachingTrading Robots that need to survive in a virtual world of an artificial market of financial derivatives.
Trading Robots that don t follow the world rules don t survive.
Trading Robots are ranked based on their bank account.
Teaches students about software development and analyzing and approximating optimization problems.*jZZjSurvive in an artificial market{This past year all my students in my software development classes developed trading robots for the game SDG(Max). Each robot contains a:
Derivative buying agent
Derivative offering agent
Raw material production agent
Finished product agent (solves Max)
Winning in robot competitions strongly influences the final grade.
Game is interesting even if players are far from perfect.
BPtPPth
SDG(Max)fChoose an maximization problem.
Partition instances using predicates.
Derivative = (Predicate, Price in [0,1], Player).
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].*To play well: solve min max
SDG(MAXSAT)&Choose a maximization problem: Maximum Satisfiability. Instances = weighted clauses.
Predicates = Allowed Clause Types.
Derivative = (Predicate, Price in [0,1], Player)
Example: (((2,0),(1,1)), 0.55, Ahmed)
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].Z&ZMZZT M'SDG(MAXSAT)&DChoose a maximization problem: Maximum Satisfiability. Instances = weighted clauses.
Predicates = Allowed Clause Types.
Derivative = (Predicate, Price in [0,1], Player)
Example: (((2,0),(1,1)), 0.55, Ahmed)
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].
Break-even Price: (((2,0),(1,1)), 0.618, Player) = (((2,0),(1,1)), GoldenRatio, Player)
Phase Transition Point separating P from NP.
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Slide Titles+_t0 Karl J. Lieberherr Karl J. Lieberherr@Arial-. 2
qLGMO.-@Arial-. 2
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#Using Artificial Markets.-@Arial-. (2
To Teach Computer and .-@Arial-. '2
('Information Science* .-@Arial-. "2
O7by Karl Lieberherr.-@Arial-. :2
W "Northeastern University, CCIS/PRL .-@Arial-. F2
^*Joint work with Ahmed Abdelmeged and Feng .-@Arial-.
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$*On-screen Show Northeastern Universityt< ArialDefault DesignG Using Artificial Markets To Teach Computer and Information Science* !Artificial markets / my teaching Survive in an artificial market SDG(Max)To play well: solve min maxSDG(MAXSAT)SDG(MAXSAT)Fonts UsedDesign Template
Slide Titles+_U Karl J. Lieberherr Karl J. Lieberherr
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6?+ GMOO
=FUsing Artificial MarketsTo Teach Computer and Information Science* GE(eby Karl Lieberherr
Northeastern University, CCIS/PRL
Joint work with Ahmed Abdelmeged and Feng ZhoufPf Artificial markets / my teachingTrading Robots that need to survive in a virtual world of an artificial market of financial derivatives.
Trading Robots that don t follow the world rules don t survive.
Trading Robots are ranked based on their bank account.
Teaches students about software development and analyzing and approximating optimization problems.*jZZjSurvive in an artificial market{This past year all my students in my software development classes developed trading robots for the game SDG(Max). Each robot contains a:
Derivative buying agent
Derivative offering agent
Raw material production agent
Finished product agent (solves Max)
Winning in robot competitions strongly influences the final grade.
Game is interesting even if players are far from perfect.
BPtPPth
SDG(Max)fChoose an maximization problem.
Partition instances using predicates.
Derivative = (Predicate, Price in [0,1], Player).
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].*To play well: solve min max
SDG(MAXSAT)&Choose a maximization problem: Maximum Satisfiability. Instances = weighted clauses.
Predicates = Allowed Clause Types.
Derivative = (Predicate, Price in [0,1], Player)
Example: (((2,0),(1,1)), 0.55, Ahmed)
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].Z&ZMZZT M'SDG(MAXSAT)&DChoose a maximization problem: Maximum Satisfiability. Instances = weighted clauses.
Predicates = Allowed Clause Types.
Derivative = (Predicate, Price in [0,1], Player)
Example: (((2,0),(1,1)), 0.55, Ahmed)
Players offer and buy derivatives.
Buying a derivative gives you the rights:
to receive raw material R satisfying the predicate.
upon finishing the raw material R at quality q (trying to find the maximum solution), you receive q in [0,1].
Break-even Price: (((2,0),(1,1)), 0.618, Player) = (((2,0),(1,1)), GoldenRatio, Player)
Phase Transition Point separating P from NP.
P&PMPPPPT M"9,'9/rUUt#1
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('Information Science* .-@Arial-. "2
O7by Karl Lieberherr.-@Arial-. :2
W "Northeastern University, CCIS/PRL .-@Arial-. F2
^*Joint work with Ahmed Abdelmeged and Feng .-@Arial-.
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dIZhou.-@Arial-. 72
5 * Based on Discussion with GMO: .-@Arial-. 2
5DNehal.-@Arial-. *2
5PPatel and Mark Mueller.s.-՜.+,0