The Specker Derivative Game (SDG)

Creating Artificial Markets to Study Computer Science

An Algorithmic Financial Derivative Trading Game (or: A Derivative Trading Robot Game)

A game to learn about software development, analysing best worst-case scenarios within a given context, financial game design, analysis of algorithms, combinatorics (combinations and permutations), abstract interpretation, maximizing polynomials, Shannon decomposition etc. SDG is an ideal game for an undergraduate capstone course or a graduate refresher course on basic CS topics.

The version of SDG, called SDG secret, turns combinatorial maximization problems whose decision version is in NP, into interesting artificial markets.

Definitions: Original Definition | Parameterized Definition (Spring 08) | Parameterized Definition (Fall 08) | Requirements Document for Software Developers | SDG secret
Connection to the P=NP problem
Uses of the game in teaching software development courses: CSU 670, Fall 2007 | CSU 670, Fall 2008 | CSG 110, Spring 2008
Uses of the game in an algorithms course: CSG 113, Fall 2008
Uses of the game to study artificial markets.
History: The predecessor game for SDG was the Evergreen game which was described for different communities: Evergreen Game | Evergreen Game for Life Scientists | Evergreen Game for CS students
Why am I interested in MAX-CSP Applications
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