\addvspace {10\p@ } \contentsline {figure}{\numberline {1.1}{\ignorespaces Summary of research method phases.}}{4} \addvspace {10\p@ } \contentsline {figure}{\numberline {2.1}{\ignorespaces Example environment with changing state.}}{8} \contentsline {figure}{\numberline {2.2}{\ignorespaces Calculating the return using the adaptive heuristic critic (Sutton 1991).}}{9} \contentsline {figure}{\numberline {2.3}{\ignorespaces Overview of the dyna-algorithm (Sutton 1991).}}{11} \contentsline {figure}{\numberline {2.4}{\ignorespaces Pseudocode for the sphere model objective function. Adapted from Schwefel (1993).}}{14} \contentsline {figure}{\numberline {2.5}{\ignorespaces Overview of the evolutionary programming algorithm (Nissen 1993).}}{15} \contentsline {figure}{\numberline {2.6}{\ignorespaces Overview of the evolution strategy algorithm (Nissen 1993).}}{17} \contentsline {figure}{\numberline {2.7}{\ignorespaces Representation of individuals A and B.}}{22} \contentsline {figure}{\numberline {2.8}{\ignorespaces Representation of individuals C and D.}}{23} \contentsline {figure}{\numberline {2.9}{\ignorespaces Overview of the genetic algorithm (Nissen, 1993).}}{23} \contentsline {figure}{\numberline {2.10}{\ignorespaces Overview of the cultural evolution algorithm (Reynolds 1994).}}{24} \contentsline {figure}{\numberline {2.11}{\ignorespaces Overview of the genetic programming algorithm (Nissen 1993).}}{25} \addvspace {10\p@ } \addvspace {10\p@ } \contentsline {figure}{\numberline {4.1}{\ignorespaces Pseudocode outlining the high level simulation algorithm.}}{36} \contentsline {figure}{\numberline {4.2}{\ignorespaces Summary of the trader decision making process.}}{38} \contentsline {figure}{\numberline {4.3}{\ignorespaces Pseudocode for non-interactive trading strategy.}}{39} \contentsline {figure}{\numberline {4.4}{\ignorespaces Pseudocode for interactive trading strategy.}}{39} \contentsline {figure}{\numberline {4.5}{\ignorespaces Revised summary of the trader decision making process.}}{44} \contentsline {figure}{\numberline {4.6}{\ignorespaces Pseudocode for the proposed evolution strategy objective function for our traders problem.}}{46} \contentsline {figure}{\numberline {4.7}{\ignorespaces Pseudocode for the \emph {actual} evolution strategy objective function for our traders problem.}}{46} \contentsline {figure}{\numberline {4.8}{\ignorespaces Summary of the \emph {revised} high level simulation algorithm.}}{47} \contentsline {figure}{\numberline {4.9}{\ignorespaces OMT diagram outlining extensions to the basic auction market simulation.}}{48} \addvspace {10\p@ } \contentsline {figure}{\numberline {5.1}{\ignorespaces Pseudocode for the sphere model objective function. Adapted from Schwefel (1993).}}{53} \contentsline {figure}{\numberline {5.2}{\ignorespaces Pseudocode for the corridor model objective function. Adapted from Schwefel (1993).}}{54} \contentsline {figure}{\numberline {5.3}{\ignorespaces Pseudocode for the corridor model restrictions function. Adapted from Schwefel (1993).}}{54} \addvspace {10\p@ } \contentsline {figure}{\numberline {6.1}{\ignorespaces Cumulative endowment of two basic traders competing against one another (experiment 1).}}{72} \contentsline {figure}{\numberline {6.2}{\ignorespaces Fitness per life cycle of basic trader competing against basic trader (experiment 1).}}{73} \contentsline {figure}{\numberline {6.3}{\ignorespaces Cumulative endowment of evolution strategy trader competing against basic trader (experiment 1).}}{74} \contentsline {figure}{\numberline {6.4}{\ignorespaces Fitness of evolution strategy trader trader competing against basic trader (experiment 1).}}{74} \contentsline {figure}{\numberline {6.5}{\ignorespaces Convergence of $\epsilon _1$, $\epsilon _2$ and P$_i$ for evolution strategy trader competing against basic trader (experiment 1).}}{75} \contentsline {figure}{\numberline {6.6}{\ignorespaces Cumulative endowment of evolution strategy trader competing against basic trader (experiment 2).}}{77} \contentsline {figure}{\numberline {6.7}{\ignorespaces Convergence of $\epsilon _1$, $\epsilon _2$ and P$_i$ for evolution strategy trader competing against basic trader (experiment 2).}}{77} \contentsline {figure}{\numberline {6.8}{\ignorespaces Fitness of evolution strategy trader competing against basic trader (experiment 2).}}{78} \contentsline {figure}{\numberline {6.9}{\ignorespaces Cumulative endowment of two basic traders competing against each other (experiment 3).}}{79} \contentsline {figure}{\numberline {6.10}{\ignorespaces Cumulative endowment of evolution strategy trader competing against basic trader (experiment 3).}}{81} \contentsline {figure}{\numberline {6.11}{\ignorespaces Convergence of $\epsilon _1$, $\epsilon _2$ and P$_i$ for evolution strategy trader competing against basic trader (experiment 3).}}{81} \contentsline {figure}{\numberline {6.12}{\ignorespaces Cumulative endowment of two basic traders competing against each other (experiment 4).}}{83} \contentsline {figure}{\numberline {6.13}{\ignorespaces Cumulative endowment of evolution strategy trader competing against basic trader (experiment 4).}}{83} \contentsline {figure}{\numberline {6.14}{\ignorespaces Cumulative endowment of evolution strategy trader competing against basic trader (experiment 5).}}{84} \addvspace {10\p@ } \addvspace {10\p@ } \addvspace {10\p@ }