制度:新 ; 報告番号:甲3689号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/15 ; 早大学位記番号:新6057Waseda Universit

Yue Chuan

Welsh

DSpace at Waseda University

Study on bidding strategies using genetic network programming

Waseda University博士（工学）制度:新 ; 報告番号:甲3689号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/15 ; 早大学位記番号:新6057textdoctoral thesi

Yue, Chuan

Waseda University Repository

  早稲田大学大学院情報生産システム研究科     博 士 論 文 概 要         論  文  題  目   S tud y  on  B i dd in g  S t r a teg i e s                    u s i n g  Ge net i c  Ne two rk  P rog rammin g           申  請  者 Chuan YUE  情報生産システム工学専攻 ニューロコンピューティング研究       2012 年 5 月   2 D u e  to  t h e  e x p l o s i ve  de ve l o p me n t  o f  t h e  g l ob a l  n e t w o rk  s t r u c t u r e ,  e l e c t r o n i c  c o m me r c e  i s  i n c r e a s i n g l y  p l a y i n g  a n  i mp o r t a n t  r o l e  i n  ma n y  o rg a n i z a t i o ns  a n d  i nd i v i d u a l  co n s u me r ’s  d a i l y  l i f e .  I t  o f f e r s  o pp o r t u n i t i e s  t o  s i g n i f i c a n t l y  i mp r o ve  t h e  w a y  f o r  bu s i n e s s e s  i n t e r ac t i o n s  be t w e e n  b o t h  cu s t o me r s  an d  s u pp l i e r s .  M o r e  an d  mo r e  l a rg e  s ca l e  a n d  d e c en t r a l i z e d  e - c o m me r c e  me ch a n i s ms  h a ve  e me rge d  i n  i n du s t r i a l  a n d  co m me r c i a l  d o ma i n s  i n  a  w i d e  r a n ge .    I n  p a r t i c u l a r,  a mo n g  a l l  t he s e  ap p l i c a t i o n s ,  o n l i n e  a uc t i o n s ,  w h i ch  a r e  f l e x i b l e  p r i c i n g  me c h a n i s ms  o ve r  i n t e r ne t ,  ma k e  t h e  p h ys i c a l  l i mi t a t i o n s  o f  t r ad i t i o n a l  au c t i o n s  d i s ap p ea r.  T he y  g a i n  t h e i r  ex t r a  p o pu l a r i t y  i n  t h e  d a i l y  l i f e  an d  a t t r a c t  g l ob a l l y  d i s p e r s e d  u s e r s  d u e  t o  ha v i n g  t h e  c h a r ac t e r i s t i c s  o f  “ b a rga i n i ng ”  a nd  “ n eg o t i a t i o n ”  be s i d e s  a l l  o f  t h e  co n ve n i en c e .  T hu s ,  o n l i ne  a uc t i o n s  be c o me  o ne  o f  t he  mo s t  w i d e l y  s t u d ie d  a n d  e mp l o ye d  n e go t i a t i o n  me c h a n i s ms  t o d a y.  Tr a d i t i on a l l y,  i n  mo s t  c u r r e n t  on l i n e  au c t i o n  a p p l i ca t i o n s ,  t he  t r a d e r s  a r e  g en e r a l l y  h u ma n s  w ho  op e r a t e  a l l  t h e  be h a v i o r s  t o  ma k e  t r an s a c t i o n s .  T h e s e  b e ha v i o r s  ma y  i n vo l ve  ob s e r v i n g  t h e  a u c t i on s ,  an a l yz i n g  t h e  a u c t i o n  i n f o r ma t i o n  an d  b id d i ng  t h e  su i t a b l e  p r i ce  f o r  t h e  i t e ms .  H o we ve r ,  f a c in g  t h e  i n c r ea s i n g l y  d e ma n d i n g  r e qu i r e me n t s  a n d  c o mp l e x i t y  o f  o n l i ne  t r a d i n g ,  t h i s  k i n d  o f  ma n u a l  o pe r a t i o n  do e s  n o t  r e ve a l  t he  f u l l  p o t en t i a l  o f  t h i s  n e w  mo d e  o f  co m me r c e .  T h u s ,  i n  o rd e r  t o  r e l i e v e  t h e  u se r s  a nd  t o  b e  mo r e  e f f e c t i ve ,  e x p l o r in g  po s s i b l e  t yp e s  o f  on l i n e  a uc t i o n s  a nd  au t o ma t i n g  t he  b e ha v i o r s  i n  o n l i n e  au c t i o n s  a t t r a c t  h i g h  i n t e r e s t .   N o w,  t h e  a g en t -o r i e n t ed  a uc t i o n  me c h a n i s m s  w i t h  i t s  e mp h a s i s  on  a u t on o mo u s  a c t i on s  an d  f l e x ib l e  i n t e r a c t i on s  a r i s e  a s  a n  e f f e c t i ve  a n d  ro b u s t  mo d e l  f o r  t h e  d yn a mi c  a n d  s en s i t i v e  c o m me r c e  e n v i r o n me n t .  In  s u ch  s y s t e ms ,  t h e  a ge n t  a c t s  f l e x i b l y  o n  b eh a l f  o f  i t s  o w n e r  an d  i s  c ap a b l e  o f  l o ca l  d ec i s i o n - ma k i n g  b a s ed  on  t h e  e n v i r o n me n t  i n f o r ma t i o n  an d  p r e -k no w l e d ge  a bo u t  t h e  s y s t e m.    A mo n g  ma n y  d i f f e r e n t  t yp e s  o f  o n l i n e  a u c t i o n s ,  t w o  o f  t h e  mo s t  p op u l a r  an d  s t u d i ed  t yp e s  a r e  Mu l t i p l e  R o un d  E ng l i s h  A uc t i o n s  (M R E A ) ,  w h i c h  i s  s i ng l e  s i de  au c t i o n ,  a n d  C o n t i n u o u s  D o u b l e  A uc t i o n  ( C D A ) ,  wh i c h  i s  d ou b l e  s i d e  a u c t i on .  T h e s e  a u c t i o n s  a r e  ne w l y  e me rg e d  i n  e - c o m me r c e  e r a  b a se d  o n  t h e  t r a d i t i o na l  au c t i o n  t yp e s .  T h e y  a l l o w  mu l t i p l e  a g e n t s  t o  pa r t i c i p a t e  a n d  o ne  a g en t  c an  d e a l  w i t h  s e ve r a l  a uc t i on s  co n t i n u o u s l y  o r  s i mu l t a n eo u s l y,  w h i c h  a r e  e f f e c t i ve  a u c t i o n  t ype s  t o  s a ve  t i me  a n d  r e l i e v e  t h e  u s e r s .  T h e  ma j o r  c h a l l en g e  t o  a u t o ma t i c  b i d d i n g  s t r a t e g i e s  o f  t h e se  t yp e s  i s  t o  i mp r o v e  t h e  d eg r e e  o f  a u to ma t i o n  a nd  o p t i m i z e  t h e  a ge n t ’s  b i d d i ng  b e ha v i o r  i n  o r d e r  t o  ma x i mi z e  t h e  o wn e r ’s  p r o f i t ,  b e c a u se  t he r e  i s  n o  ce n t r a l i z e d  s ys t e m -w i d e  c on t r o l .  Mo s t  o f  t h e  r e l a t e d  r e se a r c he s  h a ve  b e e n  co n du c t e d  b y  u s i n g  he u r i s t i c  me t h o d s  an d   3 f i x ed  ma t h e ma t i c a l  f un c t i o n s  t o  co mp u t e  t h e  f i n a l  o p t i ma l  b i d d i n g  p r i c e  f o r  t h e  i t e m s  o r  t o  c o mp u t e  h o w m uc h  t h e  b i d  s h ou l d  b e  s u b mi t t e d  a t  e a ch  t i me  s t e p .  N e ve r t h e l e s s ,  t h e se  a p p r o ac h e s  a r e  no t  f l e x i b l e  e n ou g h  f o r  t h e  d yn a mi c  e n v i r o n me n t s ,  an d  t he r e  i s  n o  do m i n a n t  s t r a t e g y,  b e ca u s e  au c t i o n  e n v i r o n me n t s  a r e  c o mp l i c a t ed  a n d  h ig h l y  d yn a mi c  du e  t o  ma n y  f a c t o r s  a f f e c t i n g  e a ch  o t h e r.   A g a in s t  t h i s  b a c kg r o un d ,  t h i s  t h e s i s  i s  co nc e r n ed  w i t h  d e ve l o p i n g  th e  i n t e l l i g e n ce  o f  au t o n o mo u s  a ge n t ’s  b i d d in g  s t r a t e g i e s  i n  o r de r  t o  ma k e  t h e  a ge n t  t o  b e  mo r e  e f f i c i e n t  an d  co mp e t i t i ve  f o r  ag e n t -b a s e d  o n l i n e  a uc t i o n  me c h a n i s ms ,  e sp e c i a l l y  i n  M u l t i p l e  R o u n d  E n g l i s h  A uc t i o n s  ( MR E A )  a n d  C on t i nu o u s  D ou b l e  A uc t i o n  ( C D A ) .  In  o r d e r  t o  b e  mo r e  f l e x i b l e  a nd  b e t t e r  ex p l o i t  t h e  ma r k e t  i n f o r ma t i o n ,  G e ne t i c  N e t w o r k  P r o g ra m m i n g  (G N P )  i s  f i r s t l y  e mp l o ye d  t o  t h e  a g en t ’s  b i d d in g  s t r a t e g i e s  s i nc e  i t s  a pp l i c a b i l i t y  a n d  e f f i c i e n c y  h a ve  b e e n  c l a r i f i e d  i n  co mp l e x  an d  d yn a mi c  p r o b l e m s  i n  ma n y  o t h e r  f i e l d s .  G N P i s  o n e  o f  t h e  e v o l u t i on a r y  o p t i m i z a t i on  t e c hn i q u es  d e ve l o pe d  a s  a n  ex t e n s i on  o f  G e ne t i c  A l go r i t h m (G A )  a n d  G en e t i c  P r o g r a m mi n g  (G P ) ,  w h i c h  u se s  c o mp a c t  d i r e c t e d  g ra p h  s t r u c tu r e s  a s  s o l u t i on s .  B a s i c a l l y  s pe a k i ng ,  i n  t h e  p ro p o se d  me t h o d ,  t h e  G N P po p u l a t i o n  r e p r e se n t s  t h e  g r o up  o f  p o t en t i a l  b i dd i n g  s t r a t eg i e s ,  an d  e ac h  i n d i v i d u a l  u se s  t h e  i f / t h e n  d e c i s i o n - ma k i n g  f u nc t i o n s  t o  ju d g e  t h e  a u c t i on  i n fo r ma t i o n  a n d  g u i de s  t h e  ag e n t  t o  t ak e  t h e  s u i t a b l e  ac t i o n s  u n de r  d i f f e r en t  s i t u a t i o n s .  T hu s ,  i t  c o u ld  b e  f l e x i b l e  a n d  a da p t i ve  t o  va r i o u s  a u c t i o n  s i t u a t i o n s .  D u r i ng  t h e  e vo l u t i o n ,  t he  G N P s t r u c t u re  w i l l  b e  s ys t e ma t i c a l l y  o rg a n i z e d ,  a n d  f i n a l l y,  t h e  i n d i v i d ua l  w h i c h  c an  ob t a i n  t h e  h i g h e s t  p ro f i t  i s  s e l ec t e d  a s  t h e  o p t i ma l  b i d d in g  s t r a t e g y  a t  t he  e n d  o f  t h e  t r a i n i n g  ph a s e .   I n  c h ap t e r  2 ,  w e  i n t r od u ce d  t h e  c on c e p t  o f  MR E A a nd  C D A i n  de t a i l ,  w h i c h  i s  ma i n l y  s t u d ie d  i n  th i s  t h e s i s .  T h e  r e l a t ed  r e se a r c h e s  a r e  a l so  i n t r o du c e d .   I n  c h ap t e r  3 ,  t h e  b i d d i ng  s t r a t e g y  f o r  t h e  a u c t i o n  a g en t s  i n  M R E A i s  p r o po s e d  u s i ng  G N P.  T h e  p e r fo r ma n c e  o f  G N P -b a s e d  ag e n t s  i s  e va l u a t ed  a n d  s t u d i ed  i n  t w o  s i t u a t i o n s :  MR E A i s  no  t i me  l i mi t  (N T L) ,  a nd  MR E A i s  t i me  l i mi t  ( T L) .  Fu r t h e r mo r e ,  a c co r d i n g  t o  t h e  a mo u n t  o f  mo n e y  ea c h  a ge n t  h a s ,  e ac h  s i t u a t i o n  i s  d i v i d e d  i n t o  2  ca s e s :  g e n e ra l  c a s e  an d  p o o r e s t  c a s e .  A l l  t h e  p a r t i c i p a t i n g  ag e n t s  i n  t h e  s i mu l a t i o n s  u se  G N P s t r a t e g y.  T h i s  ch a p t e r  a i ms  t o  s t u d y  a n d  a n a l yz e  t h e  ca p a b i l i t y  a n d  e f f e c t i ve n e s s  o f  G N P f o r  g u i d i n g  b i d d i n g  ac t i o n s  t h r o u gh  t h e  s i mu l a t i o n s .  T he  s i mu l a t i o n  r e s u l t s  r e ve a l  t h a t  t h e  a ge n t s  u s i n g  G N P s t r a t e g y  c an  u n de r s t a n d  v a r i o u s  e n v i r o n me n t s  w e l l  t h r ou g h  ex p e r i e nc e s  a n d  be c o me  s ma r t e r  t h r o u gh  e vo l u t i o n .   I n  c h a p t e r  4 ,  a s  a n  e x t e n s io n  o f  t he  b i dd i n g  s t r a t e g y  i n  c ha p t e r  3 ,  an  en h an c ed  b i dd i n g   4 s t r a t e g y  f o r  M R E A i s  de ve l o p e d  u s i n g  G N P i n  o rd e r  t o  i mp r o v e  t h e  ag e n t ’s  i n t e l l i g e nc e  an d  s e n s i t i v i t y.  F i r s t l y,  t h e  G N P s t r uc t u r e  i s  mo d i f i e d  t o  b e  a b l e  t o  j u dg e  mo r e  k i n d s  o f  i n f o r ma t i o n  a n d  mo r e  s i t u a t i o n s  a t  a  t i me .  S ec o nd l y,  t h e  s t r a t eg y  i s  i mp r o ve d  to  b e  a b l e  t o  co n s i d e r  t he  b i d d e r ’s  a t t i t u d e  t o w a r d s  t o  ea c h  g o od ,  w h i c h  m ak e s  t h e  s t r a t e g y  t o  b e  mo r e  p e r s o n a l i z e d  fo r  e a ch  b id d e r  a nd  co u l d  ma k e  t he  b i d d e r  mo r e  s a t i s f i e d  w i t h  t he  au c t i o n  r e s u l t s  a n d  p r o f i t s .  T h e  p r o po s e d  s t r a t e g y  i s  c o mp a r e d  w i t h  t he  p r e v i o u s  G N P s t r a t e g y  a n d  t h e  o t h e r  co n ve n t i o n a l  s t r a t eg i e s  in  t h e  s i mu l a t i o n s .  T h e  s i mu l a t i o n  r e s u l t s  de mo n s t r a t e d  t h a t  t he  p r o p os e d  me t h o d  c a n  o u t pe r f o r m t h e  p r e v i o u s  on e  an d  i s  mo r e  co mp e t i t i ve  t h a n  t h e  ag e n t s  b a s e d  o n  ma t h e ma t i c a l  f u n c t i on s .   I n  c h ap t e r  5 ,  G N P w i t h  r ec t i f y  n o d e s  (G N P -R N )  ha s  be e n  a p p l i e d  t o  C D A b i dd i n g  s t r a t e g y  b e i n g  c o mb i ne d  w i t h  p r o po s e d  he u r i s t i c  r u l e s ,  w h i ch  a r e  de r i ve d  b a s e d  on  t he  co m mo n  b e l i e ve s  f o r  a s s i s t i n g  ag e n t s ’ b i dd i n g  be h a v i o r s .  G N P -R N  i s  d e ve l op e d  a i mi n g  t o  g u i d e  t h e  ag e n t  t o  be  co mp e t i t i ve  u nd e r  d i f f e r e n t  C D A e n v i r o n me n t s ,  a n d  ma x i mi z e  t h e  a g en t ’s  p r o f i t s  w i t h ou t  l o s i n g  ch a nc e s  f o r  t r ad i n g .  R e c t i f y  N od e  (R N )  i s  a  n e w  k i n d  o f  n o d e ,  w h i c h  i s  u s e d  fo r  b r i n g i ng  mo r e  f l ex i b l e  a nd  va r i o u s  o p t i o n s  fo r  b i d d i ng  a c t i o n  ch o i c e s .  4  g r ou p s  o f  s i mu l a t i o n s  a r e  d e s i g ne d  to  co mp a r e  G N P - R N  w i t h  c o n ve n t i o na l  G N P a n d  o th e r  s t r a t e g i e s  i n  C D A .  In  e a c h  s i mu l a t i o n ,  t h e  k i nd s  o f  op po n e n t  ag e n t s  a r e  d i f f e r e n t  i n  o r d e r  t o  f u l l y  a n a l yz e  t h e  a ge n t s ’ p e r f o r ma n c e .  T he  s i mu l a t i o n  r e s u l t s  s h o w  t h a t  t h e  p r o p o s e d  m e t ho d  c a n  o u tp e r f o r m a l l  t h e  o t h e r  s t r a t eg i e s  an d  a c h i e ve  h i gh  s uc c e s s  r a t e  a s  we l l  a s  h i g h  p r o f i t s  e ve n  w he n  t he  s i t u a t i o n  i s  h i gh l y  c o mp e t i t i ve .   I n  c h a p t e r  6 ,  a s  a n  e x t e n s io n  o f  G N P -R N ,  G N P w i t h  a d ju s t i n g  p a r a me t e r s  ( G N P -A P )  f o r  de v e l o p i n g  b i dd i n g  s t r a t eg y  i n  l a rg e - s c a l e  C D A s  i s  p r o p o se d  a nd  s t u d i ed .  In  l a rg e - s c a l e  C D A s ,  mu c h  mo r e  h i s t o r y  i n f o r ma t i o n  c a n  be  ob t a i n ed  t h an  s ma l l - s c a l e  C D A s .  In  o r de r  t o  e n h a n ce  t h e  s en s i t i v i t y  f o r  l a rg e - s c a l e  C D A s  a n d  t h e  c a pa b i l i t y  o f  j u d g i ng  a b un d a n t  i n f o r ma t i o n ,  t h e  p a r a me t e r s  u s ed  b y  G N P -A P de c i s i o n - ma k i n g  f un c t i o n s  a r e  a d j u s t ed  du r i n g  t h e  e vo l u t i o n  in s t e a d  o f  b e i n g  f i x ed  i n  G N P -R N .  Mo r e o ve r,  t h e  s t r u c t u re  o f  G N P -A P i s  d e s i g ne d  mo r e  c o mp r e he n s i ve l y  s o  t h a t  t h e  n u mb e r  o f  b ra n c he s  o f  s o me  k i n d s  o f  n o d e s  i s  i nc r e a se d  t o  a d a p t  t o  th e  c o mp l i c a t e d  e n v i r o n me n t  s i t u a t i on s .  T h e  s i mu l a t i o n  r e s u l t s  s h o w  th a t  G N P -A P c a n  o b t a i n  a  g oo d  gu i d a nc e  f o r  t h e  l a rg e - s c a l e  C D A s  a n d  c o u l d  b e  v e r y  e f f i c i e n t  f o r  t he  ma r k e t s .   I n  c h ap t e r  7 ,  a f t e r  g i v i n g  t h e  o b j e c t i ve s  a nd  mo t i va t i o n  o f  e a c h  r e s e a r ch  t o p i c ,  s o m e  co n c l u s i o n s  ab o u t  t h e  p r op o s ed  a l go r i t h ms  a r e  d e s c r i be d  b a s ed  on  t h e  s i mu l a t i o n  r e su l t s .  

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Study on bidding strategies using genetic network programming

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