基于电子交易市场的撮合模型研究
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摘要
电子商务的应用离不开交易模型和交易平台的支撑,随着网络技术的发展,已经出现了各种专业的交易平台,但对交易模型的研究还相对滞后?电子商务的发展迫切要求改进传统的交易模型,构建完善的电子商务环境,为企业开展网上贸易提供一个智能?安全?高效的解决方案?目前,国内对电子商务的研究还停留在以信息化实现传统交易模型的层次上,真正深入研究业务模型并成功应用的还很少?国外研究虽然取得一定突破,并提出了几种典型的市场交易模型如:定价交易,双边多步协商交易,以及各种形式的拍卖拍买交易等?但这些模型大都存在信息过载或资源迷向的问题,增加了交易主体的负担,如何应用多代理技术实现一种高效?智能的交易模型日益成为电子商务研究的一项重要课题?
本文以我们与重庆市电子商务有限公司合作开发的"网上大市场"示范项目为背景,旨在研究和探索网络经济环境下一种新的电子商务交易模型?针对"网上大市场"现有模型过于简化的不足,作者运用博弈论与多目标决策理论等相关理论,将以价格?数量信号实现撮合交易的方式引入到电子商务应用环境中,提出了一个包括市场撮合?增强学习?双边协商?合同签定?合同执行五个阶段的市场撮合交易模型?主要研究成果如下:
针对多个买家与多个卖家的交易行为,提出一种撮合交易模型?采用价格和数量作为撮合要素,以双重拍卖机制为撮合手段,重点研究均价和差价形式下的实现机制,并对其激励相容性和市场均衡进行理论分析?
为增强市场效率,论文提出了一种针对双重拍卖的学习机制,它以三参数学习模型为基础进行改进,借助交易历史信息,实现交易代理的自我学习?
协商模型作为市场撮合的必要补充,当撮合双方存在待定目标时,可以发起双边多轮协商?为确保协商的效率和公平,本文采用方向改进算法和遗传算法协商求解,并对算法的可行性和正确性加以分析证明?
然后作者简要介绍合同签定和合同执行过程,最后是对本论文工作的小结和展望?
The application of electronic commerce must be supported by trading model and trading platform.With the development of network technique,more and more professional trading platforms have appeared,but the investigation of trading model falls behind relatively.The development of electronic commerce require to refine the traditional trading model,construct an integrated electronic commerce environment,provide an intelligent,secure and efficient scheme for enterprise to trade in Internet urgently. At present,the investigation of trading model in the native still rest on realising the traditional trading model using information skills,little work has been done in lucubrating the business model and exercising successfully.Although foreign investigation has gained some successes and brought forward some typical trading models such as fixed price selling ,biliteral multi-step negotiation and all kinds of auction,there still exists some problem such as information overloading or resource mazing in these models,which aggravate users' burden.How to realise an efficient,intelligent trading model based on the multi-agent technique has become an important task for the research of electronic commerce.
In this paper,we study the trading model based on the project "the network market",which was implemented by the ChongQing electronic commerce Inc and us.Aiming at the shortage of trading model in "the network market",we employ game theory and multi-criteria decision theory, introduce the matchmaking schema based on price and quantity into electronic commerce application,bring forward a market matchmaking trading model including five phases:market matchmaking ,reinforce learning ,biliteral negotiation, contract signing,contract executing.The main work and conclusion as follows:
Considering the behaviour of multi-buyers with multi-sellers, we realise a matchmaking model based on the price and quantity through double auction mechanism under discriminatory and non- discriminatory price situation,analyse the incentive compatibility and competitive equilibrium of the mechanism.
In order to enhance the market efficiency,the paper advance a learning mechanism for the double auction,which was based on the Roth_Erev's three parameters learning model and modified slightly .By virtue of the trading history,the agent can learn by itself.
The negotiation model is a necessary complementary for the matchmaking . When
both sides need to decide on other pending items,they can launch a biliteal multi-rounds negotiation.To ensure the efficiency and justice of negotiation,we adopt a improving directions negotiation model and a gentic algorithm negotiation model ,analyse and prove the model's feasibility and correctness.
Then,we introduce the contract signing and contract executing process briefly.The conclusion and prospect are in the end .
本文以我们与重庆市电子商务有限公司合作开发的"网上大市场"示范项目为背景,旨在研究和探索网络经济环境下一种新的电子商务交易模型?针对"网上大市场"现有模型过于简化的不足,作者运用博弈论与多目标决策理论等相关理论,将以价格?数量信号实现撮合交易的方式引入到电子商务应用环境中,提出了一个包括市场撮合?增强学习?双边协商?合同签定?合同执行五个阶段的市场撮合交易模型?主要研究成果如下:
针对多个买家与多个卖家的交易行为,提出一种撮合交易模型?采用价格和数量作为撮合要素,以双重拍卖机制为撮合手段,重点研究均价和差价形式下的实现机制,并对其激励相容性和市场均衡进行理论分析?
为增强市场效率,论文提出了一种针对双重拍卖的学习机制,它以三参数学习模型为基础进行改进,借助交易历史信息,实现交易代理的自我学习?
协商模型作为市场撮合的必要补充,当撮合双方存在待定目标时,可以发起双边多轮协商?为确保协商的效率和公平,本文采用方向改进算法和遗传算法协商求解,并对算法的可行性和正确性加以分析证明?
然后作者简要介绍合同签定和合同执行过程,最后是对本论文工作的小结和展望?
The application of electronic commerce must be supported by trading model and trading platform.With the development of network technique,more and more professional trading platforms have appeared,but the investigation of trading model falls behind relatively.The development of electronic commerce require to refine the traditional trading model,construct an integrated electronic commerce environment,provide an intelligent,secure and efficient scheme for enterprise to trade in Internet urgently. At present,the investigation of trading model in the native still rest on realising the traditional trading model using information skills,little work has been done in lucubrating the business model and exercising successfully.Although foreign investigation has gained some successes and brought forward some typical trading models such as fixed price selling ,biliteral multi-step negotiation and all kinds of auction,there still exists some problem such as information overloading or resource mazing in these models,which aggravate users' burden.How to realise an efficient,intelligent trading model based on the multi-agent technique has become an important task for the research of electronic commerce.
In this paper,we study the trading model based on the project "the network market",which was implemented by the ChongQing electronic commerce Inc and us.Aiming at the shortage of trading model in "the network market",we employ game theory and multi-criteria decision theory, introduce the matchmaking schema based on price and quantity into electronic commerce application,bring forward a market matchmaking trading model including five phases:market matchmaking ,reinforce learning ,biliteral negotiation, contract signing,contract executing.The main work and conclusion as follows:
Considering the behaviour of multi-buyers with multi-sellers, we realise a matchmaking model based on the price and quantity through double auction mechanism under discriminatory and non- discriminatory price situation,analyse the incentive compatibility and competitive equilibrium of the mechanism.
In order to enhance the market efficiency,the paper advance a learning mechanism for the double auction,which was based on the Roth_Erev's three parameters learning model and modified slightly .By virtue of the trading history,the agent can learn by itself.
The negotiation model is a necessary complementary for the matchmaking . When
both sides need to decide on other pending items,they can launch a biliteal multi-rounds negotiation.To ensure the efficiency and justice of negotiation,we adopt a improving directions negotiation model and a gentic algorithm negotiation model ,analyse and prove the model's feasibility and correctness.
Then,we introduce the contract signing and contract executing process briefly.The conclusion and prospect are in the end .
引文
[1] Guttman, Maes. Cooperative vs Competitive Multi-Agent Negotiations in Retail Electronic Commerce. Proceedings of the Second International Workshop on Cooperative Information Agents, 1998.
[2] Smith,Selway&McCormick.The Nasdaq Stock Market:Historical Background and Current Operation. NASD Working Paper 1998-01.
[3] Mudgal, Vassileva.Bilateral Negotiation with Incomplete and Uncertain Information :a Decision Theoretic Approach using a Model of the Opponent Working Paper In University of Saskatchewan,1999.
[4] Teich,Wallenius.Multiple Issue and Market Algorithm for the World Wide Web. International Institute for Applied Systems Analysis,1999.
[5] Harri Ehtamo,Raimo P.Generating Pareto Solutions in Two-party Setting: Constrain Proposal Methods.Management Science,1995;45(12)
[6] Michael Str?bel ,Markus Stolze.A Matchmaking Component for the Discovery of Agreement and Negotiation Spaces in Electronic Markets. IBM Research, Zurich Research Laboratory,1997
[7] Thomas Tesch,Peter Fankhauser.Arbitration and Matchmaking for Agents with Conflicting Interests. http://www.darmstadt.gmd.de/oasys
[8] 史忠植 .智能主体及其应用.科学出版社,2000
[9] 曲晓飞 .基于协商对策的多人多目标决策. 大连理工大学出版社,1995.
[10] R. J. Lewicki, D. M. Saunders, and J. W. Minton.Essentials of Negotiation.Irwin McGraw-Hill, Boston et. al., 2 edition, 2000.
[11] 张维迎. 博弈论与信息经济学. 上海人民出版社,2001
[12] Mackie and Varian.Generalized Vickrey Auctions.Technical Report, University of Michigan,1992
[13] Myerson,Satterthwaite.Efficient mechanisms for bilateral Trade.Journal of Economical Theory,1994.
[14] P.R.McAfee.A Dominant Strategy Double Auction. Journal of Economic Theory 56, pp. 434-450, 1992.
[15] A. Rustichini,M. Satterthwaite,S. Williams. "Convergence to Price-Taking Behaviour in a Simple Market". Center for Mathematical Studies in Economics and Management Science, December 1994
[16] Arthur, W.B.Designing Economic Agents that Act Like Human Agents: A Behavioral Approach to Bounded Rationality. Amer. Econ. Papers Proc.1992
[17] Erev,E.Roth. Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria. The American Economic Review Septemper 1998
[18] Haake, Raith, M.G., Su, F.E.Bidding for Envy freeness: A procedural approach to N-player fair-division problems.Working Paper, Institute of Mathematical Eco-nomics, University of Bielefeld, 1999.
[19] S. J. Brams and A. D. Taylor, Fair Division. Cambridge, U.K: Cambridge Univ. Press, 1996.
[20] S. J. Brams and J. M. Togman. Camp David: Was the agreement fair. In New Directions in the Study of Con ict, Crisis and War, F. P. Harvey and B. D. Mor, Eds. London, U.K, 1997.
[21] 邵军力,张景,魏长华. 人工智能基础.电子工业出版社,2000
[22] Abdel-Wahab,Kvande B,Kim O.An Internet Collaborative environment for Sharing Java Application.In Proceedings of the 5th IEEE Copmuter Society Workshop on Futer Trends of Distributed Computing Systems, Tunis, Tunisia, 1997.10.29-31:112-117
[23] N. Camiel, S. London, N. Nisan and O. Regev.The POPCORN Project -- An Interim Report, Distributed Computation over the Internet in Java, Proceedings of the sixth international World Wide Web conference, 1997
[24] I. Domowitz.Automating the Continuous Double Auction in Practice: Automated Trade Execution Systems in Financial Markets. The Double Auction Market Institutions, Theories, and Evidence, Eds. D. Friedman and J. Rust, Proceeding of The Workshop On Double Auction Markets, Santa Fe, New Mexico, June 1991.
[25] A. Rustichini, and M. Satterthwaite, and S. Williams. Convergence to Price Taking Behaviour in a Simple Market. Center for Mathematical Studies in Economics and Management Science, December 1990.
[26] T. Sandholm.Limitations of the Vickrey Auction in Computational Multiagent Systems. Second International Conference on Multiagent Systems (ICMAS-96), Keihanna Plaza, Kyoto, Japan, December, pp. 299-306, 1996.
[27] A. Chavez, and P. Maes. Kasbah: An Agent Marketplace for Buying and Selling goods. Proceedings of the First International Conference on the Practical Application of Intelligent Agents and Multi-Agent Technology, pp. 75-90, London, UK, April 1996.
[28] J. S. Rosenschein, and G. Zlotkin. Rules of Encounter: Designing Conventions for Automated
Negotiation among Computers. MIT Press, 1994.
[29] P. Milgrom, and R. Weber. The Value of Information in a Sealed-Bid Auction. Journal of Mathematical Economics, 10, pp. 105-114, 1992.
[30] A. Chavez, D. Dreilinger, R. Guttman. A Real-Life Experiment in Creating an Agent Marketplace. Proceedings of the Second International Conference on the Practical Application of Intelligent Agents and Multi-Agent Technology (PAAM'97). London, UK, April 1997.
[31] D. G. Pruitt and S. A. Lewis.Development of integrative solutions in bilateral negotiations. J. Personality Social Psychol., vol. 31, pp. 621-633, 1985.
[32] J. E. Teich, H. Wallenius, M. Kuula, and S. Zionts.A decision support approach for negotiation with an application to agricultural income policy negotiation Eur. J. Oper. Res., vol. 81, pp. 76-87, 1995.
[33] M. Verkama, H. Ehtamo, and R. P. Hamalainen.Distributed computation of Pareto solutions in n-player games. Math. Programming, vol. 74, pp. 29-45, 96.
[34] P.R.Wurman.An Market Structure and Multidimensional Auction Design for Computational Economics,PhD Thesis,University of Michigan,1999
[35] 张虹,邱玉辉等. 基于对策论的协商模型,计算机科学 Vol 12,2000.
[36] 方美琪. 电子商务导论. 清华大学出版社,1999
[37] 王岳剑,高济. 基于Agent的交易流程,计算机工程Vo l27,No 6,2001
[2] Smith,Selway&McCormick.The Nasdaq Stock Market:Historical Background and Current Operation. NASD Working Paper 1998-01.
[3] Mudgal, Vassileva.Bilateral Negotiation with Incomplete and Uncertain Information :a Decision Theoretic Approach using a Model of the Opponent Working Paper In University of Saskatchewan,1999.
[4] Teich,Wallenius.Multiple Issue and Market Algorithm for the World Wide Web. International Institute for Applied Systems Analysis,1999.
[5] Harri Ehtamo,Raimo P.Generating Pareto Solutions in Two-party Setting: Constrain Proposal Methods.Management Science,1995;45(12)
[6] Michael Str?bel ,Markus Stolze.A Matchmaking Component for the Discovery of Agreement and Negotiation Spaces in Electronic Markets. IBM Research, Zurich Research Laboratory,1997
[7] Thomas Tesch,Peter Fankhauser.Arbitration and Matchmaking for Agents with Conflicting Interests. http://www.darmstadt.gmd.de/oasys
[8] 史忠植 .智能主体及其应用.科学出版社,2000
[9] 曲晓飞 .基于协商对策的多人多目标决策. 大连理工大学出版社,1995.
[10] R. J. Lewicki, D. M. Saunders, and J. W. Minton.Essentials of Negotiation.Irwin McGraw-Hill, Boston et. al., 2 edition, 2000.
[11] 张维迎. 博弈论与信息经济学. 上海人民出版社,2001
[12] Mackie and Varian.Generalized Vickrey Auctions.Technical Report, University of Michigan,1992
[13] Myerson,Satterthwaite.Efficient mechanisms for bilateral Trade.Journal of Economical Theory,1994.
[14] P.R.McAfee.A Dominant Strategy Double Auction. Journal of Economic Theory 56, pp. 434-450, 1992.
[15] A. Rustichini,M. Satterthwaite,S. Williams. "Convergence to Price-Taking Behaviour in a Simple Market". Center for Mathematical Studies in Economics and Management Science, December 1994
[16] Arthur, W.B.Designing Economic Agents that Act Like Human Agents: A Behavioral Approach to Bounded Rationality. Amer. Econ. Papers Proc.1992
[17] Erev,E.Roth. Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria. The American Economic Review Septemper 1998
[18] Haake, Raith, M.G., Su, F.E.Bidding for Envy freeness: A procedural approach to N-player fair-division problems.Working Paper, Institute of Mathematical Eco-nomics, University of Bielefeld, 1999.
[19] S. J. Brams and A. D. Taylor, Fair Division. Cambridge, U.K: Cambridge Univ. Press, 1996.
[20] S. J. Brams and J. M. Togman. Camp David: Was the agreement fair. In New Directions in the Study of Con ict, Crisis and War, F. P. Harvey and B. D. Mor, Eds. London, U.K, 1997.
[21] 邵军力,张景,魏长华. 人工智能基础.电子工业出版社,2000
[22] Abdel-Wahab,Kvande B,Kim O.An Internet Collaborative environment for Sharing Java Application.In Proceedings of the 5th IEEE Copmuter Society Workshop on Futer Trends of Distributed Computing Systems, Tunis, Tunisia, 1997.10.29-31:112-117
[23] N. Camiel, S. London, N. Nisan and O. Regev.The POPCORN Project -- An Interim Report, Distributed Computation over the Internet in Java, Proceedings of the sixth international World Wide Web conference, 1997
[24] I. Domowitz.Automating the Continuous Double Auction in Practice: Automated Trade Execution Systems in Financial Markets. The Double Auction Market Institutions, Theories, and Evidence, Eds. D. Friedman and J. Rust, Proceeding of The Workshop On Double Auction Markets, Santa Fe, New Mexico, June 1991.
[25] A. Rustichini, and M. Satterthwaite, and S. Williams. Convergence to Price Taking Behaviour in a Simple Market. Center for Mathematical Studies in Economics and Management Science, December 1990.
[26] T. Sandholm.Limitations of the Vickrey Auction in Computational Multiagent Systems. Second International Conference on Multiagent Systems (ICMAS-96), Keihanna Plaza, Kyoto, Japan, December, pp. 299-306, 1996.
[27] A. Chavez, and P. Maes. Kasbah: An Agent Marketplace for Buying and Selling goods. Proceedings of the First International Conference on the Practical Application of Intelligent Agents and Multi-Agent Technology, pp. 75-90, London, UK, April 1996.
[28] J. S. Rosenschein, and G. Zlotkin. Rules of Encounter: Designing Conventions for Automated
Negotiation among Computers. MIT Press, 1994.
[29] P. Milgrom, and R. Weber. The Value of Information in a Sealed-Bid Auction. Journal of Mathematical Economics, 10, pp. 105-114, 1992.
[30] A. Chavez, D. Dreilinger, R. Guttman. A Real-Life Experiment in Creating an Agent Marketplace. Proceedings of the Second International Conference on the Practical Application of Intelligent Agents and Multi-Agent Technology (PAAM'97). London, UK, April 1997.
[31] D. G. Pruitt and S. A. Lewis.Development of integrative solutions in bilateral negotiations. J. Personality Social Psychol., vol. 31, pp. 621-633, 1985.
[32] J. E. Teich, H. Wallenius, M. Kuula, and S. Zionts.A decision support approach for negotiation with an application to agricultural income policy negotiation Eur. J. Oper. Res., vol. 81, pp. 76-87, 1995.
[33] M. Verkama, H. Ehtamo, and R. P. Hamalainen.Distributed computation of Pareto solutions in n-player games. Math. Programming, vol. 74, pp. 29-45, 96.
[34] P.R.Wurman.An Market Structure and Multidimensional Auction Design for Computational Economics,PhD Thesis,University of Michigan,1999
[35] 张虹,邱玉辉等. 基于对策论的协商模型,计算机科学 Vol 12,2000.
[36] 方美琪. 电子商务导论. 清华大学出版社,1999
[37] 王岳剑,高济. 基于Agent的交易流程,计算机工程Vo l27,No 6,2001