Paper Info
Title
Competition Dynamics In A Virtual Fund Management System: The Tour De Finance
Abstract
This research explores the development of a virtual fund management system to benchmark investment controllers as algorithmic decision processes on live market data. While similar paper-trading competitions exist, the Tour de Finance system is unique in its use of a particular class of dynamical systems as a dynamic rating mechanism to help ensure that the system is fair and rewards real intelligence over dumb luck. A link is provided for those wishing to participate in the Tour by designing controllers to interact with the system as autonomous agents, each managing its own virtual fund.
Year
DOI
Venue
2007
10.1109/ACC.2007.4283117
2007 AMERICAN CONTROL CONFERENCE, VOLS 1-13
Keywords
DocType
ISSN
autonomous agent,investment,financial management,dynamic system,market data,control systems,finance,uncertainty,management system,investments
Conference
0743-1619
Citations 
PageRank 
References 
2
0.53
4
Authors
4
Name
Order
Citations
PageRank
Casey Dougal120.53
David Merriman220.53
Jeffrey Humpherys3309.59
Sean Warnick419825.76