Serialized Form
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Package uk.ac.liv.ai.learning |
action
int action
numActions
int numActions
distribution
cern.jet.random.Uniform distribution
currentLearner
int currentLearner
subLearners
StimuliResponseLearner[] subLearners
masterLearner
StimuliResponseLearner masterLearner
numStates
int numStates
- The number of possible states
numActions
int numActions
- The number of possible actions
q
double[][] q
- The matrix representing the estimated payoff of each
possible action in each possible state.
learningRate
double learningRate
- The learning rate.
discountRate
double discountRate
- The discount rate for future payoffs.
epsilon
double epsilon
- The parameter representing the probability of choosing
a random action on any given iteration.
previousState
int previousState
- The previous state
currentState
int currentState
- The current state
lastActionChosen
int lastActionChosen
- The last action that was chosen.
bestAction
int bestAction
- The best action for the current state
randomActionDistribution
cern.jet.random.Uniform randomActionDistribution
k
int k
- The number of choices available to make at each iteration.
r
double r
- The recency parameter.
e
double e
- The experimentation parameter.
s1
double s1
- The scaling parameter.
q
double[] q
- Propensity for each possible action.
p
DiscreteProbabilityDistribution p
- Probabilities for each possible action.
iteration
int iteration
- The current iteration.
lastAction
int lastAction
- The last action chosen.
deltaP
double deltaP
- The total amount of update to the probability vector on the last iteration.
qLearner
QLearner qLearner
learningRate
double learningRate
- The learning rate.
currentOutput
double currentOutput
- The current output level.
delta
double delta
- The current amount of adjustment to the output.
randomParamDistribution
cern.jet.random.AbstractContinousDistribution randomParamDistribution
momentum
double momentum
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Package uk.ac.liv.auction |
auction
RoundRobinAuction auction
- The auction used in this simulation.
iterations
int iterations
- The number of repeatitions of this experiment to sample.
resultsFile
DataWriter resultsFile
- If running more than one iteration, then write batch statistics
to this DataWriter.
auction
RoundRobinAuction auction
- The auction used in this simulation.
parameterFileName
java.lang.String parameterFileName
parameterDescriptors
java.util.Hashtable parameterDescriptors
schedule
uchicago.src.sim.engine.Schedule schedule
graph
uchicago.src.sim.analysis.OpenSequenceGraph graph
displaySurface
uchicago.src.sim.gui.DisplaySurface displaySurface
agentSpace
RepastMarketSimulation.AgentSpace agentSpace
auxGraphs
java.util.LinkedList auxGraphs
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Package uk.ac.liv.auction.agent |
agent
AbstractTradingAgent agent
currentShout
Shout.MutableShout currentShout
auction
Auction auction
stock
int stock
- The number of items of stock this agent posseses.
initialStock
int initialStock
- The initial stock of this agent
funds
double funds
- The amount of money this agent posseses.
initialFunds
double initialFunds
- The initial amount of money for this agent
valuer
ValuationPolicy valuer
- The valuer for this agent.
id
long id
- Unique id for this trader. Its used mainly for debugging purposes.
isSeller
boolean isSeller
- Flag indicating whether this trader is a seller or buyer.
strategy
Strategy strategy
- The bidding strategy for this trader.
The default strategy is to bid truthfully for a single unit.
lastProfit
double lastProfit
- The profit made in the last round.
profits
double profits
- The total profits to date
lastShoutAccepted
boolean lastShoutAccepted
- Did the last shout we place in the auction result in a transaction?
currentShout
Shout currentShout
- The current shout for this trader.
group
AgentGroup group
- The arbitrary grouping that this agent belongs to.
description
java.lang.String description
markupScale
double markupScale
- A scaling factor used to multiply-up the output from
the learning algorithm.
price
double price
quantity
int quantity
value
double value
maxPoint
double maxPoint
max
double max
quote
MarketQuote quote
historyStats
HistoricalDataReport historyStats
t
double t
- The time factor. Kaplan will bid if the remaining time in
the current period is less than t.
s
double s
- The spread factor.
quote
MarketQuote quote
dailyStats
DailyStatsReport dailyStats
subStrategy
Strategy subStrategy
- The component strategy to decorate.
markup
double markup
- The proportional markup on the sub strategy.
learner
MDPLearner learner
bidBinStart
double bidBinStart
bidBinWidth
double bidBinWidth
askBinStart
double askBinStart
askBinWidth
double askBinWidth
quoteBins
int quoteBins
firstShout
boolean firstShout
probabilities
DiscreteProbabilityDistribution probabilities
- The probabilities for playing each strategy
pureStrategies
AbstractStrategy[] pureStrategies
- The pure strategy components
currentStrategy
AbstractStrategy currentStrategy
- The strategy currently being played
learner
MimicryLearner learner
currentPrice
double currentPrice
lastShout
Shout lastShout
scaling
double scaling
- A parameter used to scale the randomly drawn price adjustment
perturbation values.
lastShoutAccepted
boolean lastShoutAccepted
trPrice
double trPrice
trBidPrice
double trBidPrice
trAskPrice
double trAskPrice
initialMarginDistribution
cern.jet.random.AbstractContinousDistribution initialMarginDistribution
perterbationDistribution
cern.jet.random.AbstractContinousDistribution perterbationDistribution
historyStats
HistoricalDataReport historyStats
markup
double markup
margin
double margin
maxMarkup
double maxMarkup
markupDistribution
cern.jet.random.AbstractContinousDistribution markupDistribution
maxPrice
double maxPrice
distribution
cern.jet.random.AbstractContinousDistribution distribution
value
double value
- The current valuation.
minValue
double minValue
- The minimum valuation to use.
maxValue
double maxValue
- The maximum valuation to use.
distribution
cern.jet.random.AbstractContinousDistribution distribution
- The probability distribution to use for drawing valuations.
learner
StimuliResponseLearner learner
- The learning algorithm to use.
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Package uk.ac.liv.auction.core |
auction
Auction auction
- The auction container for this auctioneer.
shoutEngine
ShoutEngine shoutEngine
- The shout engine for this auction.
currentQuote
MarketQuote currentQuote
- The current quote
reservePrice
double reservePrice
- The reservation price.
seller
TradingAgent seller
- The seller.
quantity
int quantity
- The number of items for sale.
name
java.lang.String name
- The name of this auction.
id
long id
- A unique id for this auction. It's main use is in debugging.
lastShout
Shout lastShout
- The last shout placed in the auction.
lastBid
Shout lastBid
- The last bid placed in the auction.
lastAsk
Shout lastAsk
- The last ask placed in the auction.
closed
boolean closed
- Flag indicating whether the auction is currently closed.
auctioneer
Auctioneer auctioneer
- The plugable auction rules to use for this auction,
e.g. AscendingAuctioneer.
report
AuctionReport report
- The optional MarketDataLogger to log data to.
eventListeners
java.util.HashMap eventListeners
bIn
org.apache.commons.collections.buffer.PriorityBuffer bIn
- Matched bids in ascending order
bOut
org.apache.commons.collections.buffer.PriorityBuffer bOut
- Unmatched bids in descending order
sIn
org.apache.commons.collections.buffer.PriorityBuffer sIn
- Matched asks in descending order
sOut
org.apache.commons.collections.buffer.PriorityBuffer sOut
- Unmatched asks in ascending order
clearingQuote
MarketQuote clearingQuote
pricingPolicy
KPricingPolicy pricingPolicy
k
double k
ask
double ask
- The current ask-quote.
Buyers need to beat this in order for their offers to get matched.
bid
double bid
- The current bid-quote.
Sellers need to ask less than this in order for their offers to get matched.
activeTraders
java.util.LinkedList activeTraders
- The collection of TraderAgents currently taking part in this auction.
defunctTraders
java.util.LinkedList defunctTraders
- The collection of idle TraderAgents
registeredTraders
java.util.LinkedList registeredTraders
- The collection of all TraderAgents registered in the auction.
round
int round
- The current round.
age
int age
maximumRounds
int maximumRounds
- The maximum number of rounds in the auction.
Ignored if negative.
shoutsProcessed
boolean shoutsProcessed
- Were any shouts processed (received & accepted) in the last round of
trading?
guiConsole
AuctionConsoleFrame guiConsole
- Optional graphical console
lengthOfDay
int lengthOfDay
- The maximum length in rounds of a trading day
day
int day
- The current trading day (period)
maximumDays
int maximumDays
- The maximum number of trading days before the auction closes
acceptedShouts
java.util.HashSet acceptedShouts
- The set of shouts that have been matched in the current round.
quantity
int quantity
- The number of items offered/wanted.
price
double price
- The price of this offer
agent
TradingAgent agent
- The agent placing this offer
isBid
boolean isBid
- True if this shout is a bid.
False if this shout is an ask.
id
long id
- The unique id of this shout
child
Shout child
- The child of this shout.
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Package uk.ac.liv.auction.electricity |
rCon
double rCon
- The relative concentration of sellers to buyers.
rCap
double rCap
- The relative generating-capacity of buyers to sellers.
sMPB
double sMPB
- Strategic market-power for buyers.
sMPS
double sMPS
- Strategic market-power for sellers.
pBT
double pBT
- Profits of the buyers in truthful bidding.
pST
double pST
- Profits of the sellers in truthful bidding.
numSellers
int numSellers
- The number of sellers.
numBuyers
int numBuyers
- The number of buyers.
buyerCap
int buyerCap
- The total generating-capacity of buyers.
sellerCap
int sellerCap
- The total generating-capacity of sellers.
equilibPrice
double equilibPrice
- The approximated equilibrium price.
auctionAge
int auctionAge
- The age of the auction in rounds.
capacity
int capacity
- The capacity of this trader in MWh
fixedCosts
double fixedCosts
- The fixed costs for this trader.
auction
RoundRobinAuction auction
minPrivateValue
double minPrivateValue
maxPrivateValue
double maxPrivateValue
experiment
ElectricityExperiment experiment
privValuePRNG
cern.jet.random.engine.RandomEngine privValuePRNG
seeds
long[] seeds
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Package uk.ac.liv.auction.stats |
numStates
int numStates
globalMargin
CummulativeDistribution globalMargin
independentHistograms
java.util.HashMap independentHistograms
jointHistograms
java.util.HashMap jointHistograms
complexitySequence
DataWriter complexitySequence
agents
java.util.ArrayList agents
dailyStats
java.util.Vector dailyStats
shoutEngine
FourHeapShoutEngine shoutEngine
- The auction state after forced direct revelation.
auction
RoundRobinAuction auction
- The auction we are computing stats for.
shouts
java.util.ArrayList shouts
- The truthful shouts of all traders in the auction.
minPrice
double minPrice
- The minimum equilibrium price.
maxPrice
double maxPrice
- The maximum equilibrium price.
equilibriaFound
boolean equilibriaFound
- Do any equilbria exist?
matchedShouts
java.util.List matchedShouts
quantity
int quantity
asks
java.util.LinkedList asks
bids
java.util.LinkedList bids
sortedShouts
org.apache.commons.collections.bag.TreeBag sortedShouts
acceptedShouts
java.util.HashSet acceptedShouts
memorySize
int memorySize
currentMemoryCell
int currentMemoryCell
memoryBids
int[] memoryBids
memoryAsks
int[] memoryAsks
lowestAskPrice
double lowestAskPrice
highestBidPrice
double highestBidPrice
table
java.util.HashMap table
totalProfits
double totalProfits
stats
CummulativeDistribution[] stats
bids
java.util.ArrayList bids
- The sorted list of agent's truthful bids (ie buyers' private values).
asks
java.util.ArrayList asks
- The sorted list of agents' truthful asks (ie sellers' private values).
supplyStats
DataWriter supplyStats
- The DataWriter to write the supply curve to.
demandStats
DataWriter demandStats
- The DataWriter to write the demand curve to.
pBCE
double pBCE
- The profits of the buyers in theoretical equilibrium.
pSCE
double pSCE
- The profits of the sellers in theoretical equilibrium.
pBA
double pBA
- The actual profits of the buyers.
pSA
double pSA
- The actual profits of the sellers.
eA
double eA
- Global market efficiency.
mPB
double mPB
mPS
double mPS
percentageFormatter
java.text.DecimalFormat percentageFormatter
bids
java.util.ArrayList bids
- The sorted list of agent's truthful bids (ie buyers' private values).
asks
java.util.ArrayList asks
- The sorted list of agents' truthful asks (ie sellers' private values).
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Package uk.ac.liv.auction.ui |
auction
RoundRobinAuction auction
bidLabel
javax.swing.JLabel bidLabel
askLabel
javax.swing.JLabel askLabel
lastShoutLabel
javax.swing.JLabel lastShoutLabel
roundLabel
javax.swing.JLabel roundLabel
dayLabel
javax.swing.JLabel dayLabel
numTradersLabel
javax.swing.JLabel numTradersLabel
menuBar
javax.swing.JMenuBar menuBar
resetAgentsButton
javax.swing.JButton resetAgentsButton
closeAuctionButton
javax.swing.JButton closeAuctionButton
graphXExtrema
float graphXExtrema
decimalFont
java.awt.Font decimalFont
currencyFormatter
java.text.DecimalFormat currencyFormatter
decimalFormatter
java.text.DecimalFormat decimalFormatter
gridBag
java.awt.GridBagLayout gridBag
currentRound
int currentRound
auction
RoundRobinAuction auction
graph
uchicago.src.sim.analysis.plot.RepastPlot graph
supplyCurve
DataSeriesWriter supplyCurve
demandCurve
DataSeriesWriter demandCurve
updateButton
javax.swing.JButton updateButton
autoUpdate
javax.swing.JCheckBox autoUpdate
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Package uk.ac.liv.auction.zi |
marketData
DailyStatsReport marketData
stats
AuctionReport stats
gatherStats
boolean gatherStats
prngSeed
long prngSeed
tradeEntitlement
int tradeEntitlement
privValueRangeMin
double privValueRangeMin
privValueIncrement
double privValueIncrement
numDays
int numDays
numSellers
int numSellers
numBuyers
int numBuyers
numSamples
int numSamples
transPriceMean
CummulativeDistribution[] transPriceMean
transPriceStdDev
CummulativeDistribution[] transPriceStdDev
console
boolean console
tradeEntitlement
int tradeEntitlement
- The number of units this agent is entitlted to trade in this trading period.
initialTradeEntitlement
int initialTradeEntitlement
- The initial value of tradeEntitlement
lastShoutSuccessful
boolean lastShoutSuccessful
- Flag indicating whether the last shout resulted in a transaction.
quantityTraded
int quantityTraded
- The number of units traded to date
isActive
boolean isActive
p
double[] p
- The probability distribution.
k
int k
- The number of possible events for this distribution.
n
int n
- The number of data in the series so far.
total
double total
- The cummulative total of all numbers in the series so far.
totalSq
double totalSq
- The square of the total.
min
double min
- The minimum so far.
max
double max
- The maximum so far.
varName
java.lang.String varName
- The name of this series.
data
gnu.trove.TDoubleArrayList data
trimmedMean
double trimmedMean
hasChanged
boolean hasChanged
primitiveValue
double primitiveValue
primitiveValue
long primitiveValue
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Package uk.ac.liv.util.io |
readObject
private void readObject(java.io.ObjectInputStream in)
throws java.io.IOException,
java.lang.ClassNotFoundException
writeObject
private void writeObject(java.io.ObjectOutputStream out)
throws java.io.IOException
out
java.io.PrintStream out
numColumns
int numColumns
currentColumn
int currentColumn
seperator
char seperator
isVisible
boolean isVisible
isXCoordinate
boolean isXCoordinate
xCoord
double xCoord
data
java.util.Vector data