engleski

Proceedings of the Workshop on Trading Agent Design and Analysis (TADA 2013) @ AAAI 2013

Trading agents are a prominent area of research in artificial intelligent and multi-agent systems. The design and analysis of trading agents poses significant challenges in decision-making and many different artificial intelligence (AI) techniques have been combined in the study of trading agents (e.g., planning, decision theory, game theory, machine learning or optimization). In addition to research interest, trading agents have potential benefits in electronic commerce, supply chain management and other business interests. The workshop on Trading Agent Design and Analysis (TADA) focuses on all aspects of the design and evaluation of trading agents, including agent architectures, decision-making algorithms, theoretic analysis of agents or market games, empirical studies of agent performance, agent negotiation strategies, game-theoretic studies, market architectures and other related topics. The TADA workshop has a long and successful history (since 2003) being co-located at different artificial intelligence conferences. Additionally, the TADA workshop traditionally coincides with the final rounds of the Trading Agent Competition (TAC). The TAC finals are also used as a way to promote research on trading agents to a broader audience and to generate interest in new application areas for agent technologies. For example, the latest TAC scenario focusing on energy markets (Power TAC) is generating significant interest within the community. This is as well confirmed by the fact that the Power TAC is the single most common topic among papers accepted to the TADA-13 workshop. Other TAC scenarios include TAC Ad Auctions (AA) and TAC Supply Chain Management (SCM).

trading agents; artificial intelligence; multi-agent systems; Trading Agent Competition; TAC; TADA

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