Trading Agents Competing: Performance, Progress, and Market Effectiveness

@article{Wellman2003TradingAC,
  title={Trading Agents Competing: Performance, Progress, and Market Effectiveness},
  author={Michael P. Wellman and Shih-Fen Cheng and Daniel M. Reeves and Kevin M. Lochner},
  journal={IEEE Intelligent Systems},
  year={2003},
  volume={18},
  pages={48-53}
}
Since the year 2000, the annual trading agent competition has provided a forum for designers to evaluate programmed trading techniques in a challenging market scenario in competition with other design groups. After three years of apparent progress, we attempt to evaluate the trading competence of competition participants, in the 2002 tournament and over time. Although absolute measure of individual performance is difficult to assess, relative measures, and measures of the market performance… CONTINUE READING
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Bidding under uncertainty in simultaneous auctions

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Vetsikas and Bart Selman . A principled study of the design tradeoffs for autonomous trading agents

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