Traditional double auction protocols only concern the price information of participants without considering their QoS requirements, which makes them unsuitable for the service grid. In this paper we first introduce QoS information into double auction to present the QoS-enabled Double Auction Protocol (QDAP). QDAP tries to assign the asks which have the least candidate bids firstly to make more participants trade and provides QoS guarantee at the same time. Simulation experiments have been performed to compare QDAP with two traditional double auction protocols and the result shows that QDAP is more suitable for the service grid.

In this paper, we show the analysis of price changes in artificial double auction markets consisting of multi-agents who learn from past experiences based on the Genetic Programming (GP) and its applications. For simplicity, we focus on the double auction in an electricity market. Agents in the market are allowed to buy or sell items (electricity) depending on the prediction of situations. Each agent has a pool of individuals (decision functions) represented in tree structures to decide bid price by using the past result of auctions. A fitness of each individual is defined by using successful bids and a capacity utilization rate of production units for a production of items, and agents improve their individuals based on the GP to get higher return in coming auctions. In simulation studies, changes of bid prices and returns of bidders are discussed depending on demand curves of customers and the weight between an average profit obtained by successful bids and the capacity utilization rate of production units. The validation of simulation studies is examined by comparing results with classical models and price changes in real double auction markets. Since bid prices bear relatively large changes, we apply an approximate method for a control by forcing agents stabilize the changes in bid prices. As a result, we see the stabilization scheme of bid prices in double auction markets is not realistic, then it is concluded that the market contains substantial instability.

The auction is a popular way of trading. Despite of the popularity of the auction, only a small number of papers have addressed the protocol which realize the double auction. In this paper, we propose a new method of double auction which improves the algorithm of the existing double auction protocol. Our new method is based on the idea of number comparison which is realized by homomorphic encryption. The new method solves the problem of the privacy of losing bids found in the existing algorithm. The buyers and the sellers can embed a random number in their bidding information by the use of the homomorphic encryption. The players in an auction cannot get anyone else's bidding information. The new method is more efficient than the existing ones. Our new method satisfies the criteria for the auction protocol.