ISyE SEMINAR SERIES - TRADING AGENTS
The proliferation of electronic marketplaces opens new opportunities for deploying automated trading strategies. Much of the existent literature on trading agents concerns isolated markets employing continuous double auction mechanisms. Alternative market mechanisms (including combinatorial), as well as complexes of interrelated markets, present distinct strategic issues. Lessons for trading agents can be gleaned
from studies of a variety of market games, including studies of
scenarios in scheduling, supply chain formation, and travel shopping. The latter has served as the basis for an international Trading Agent Competition (http://tac.eecs.umich.edu), providing a forum to compare
approaches from a diverse collection of agent developers.