How specialised are specialists? Generalisation properties of entries from the 2008 and 2009 TAC Market Design Competitions

Edward ROBINSON, Peter MCBURNEY, Xin YAO

Research output: Book Chapters | Papers in Conference ProceedingsConference paper (refereed)Researchpeer-review

6 Citations (Scopus)

Abstract

Unlike the classic Trading Agent competition (tac), where participants enter trading strategies into a market, the tac Market Design Competition (cat) allows participants to create rules for their own double auction market and set fees for traders, which they embody in agents known as specialists. Although the generalisation properties of traders when the specialist (i.e., the market mechanism) is fixed have been assessed, generalisation properties of specialists have not. It is unclear whether and how a specialist might (intentionally or unintentionally) favour certain trading strategies. We present an empirical analysis of specialists' generalisation abilities in various trading environments. Our results show that specialists can be sensitive to a number of factors, including the other trading and specialist strategies in the environment. © 2010 Springer-Verlag Berlin Heidelberg.
Original languageEnglish
Title of host publicationAgent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets : AAMAS Workshop, AMEC 2009, Budapest, Hungary, May 12, 2009, and IJCAI Workshop, TADA 2009, Pasadena, CA, USA, July 13, 2009, Selected and Revised Papers
EditorsEsther DAVID, Enrico GERDING, David SARNE, Onn SHEHORY
PublisherSpringer Berlin Heidelberg
Pages178-194
Number of pages17
ISBN (Electronic)9783642151170
ISBN (Print)9783642151163
DOIs
Publication statusPublished - 2010
Externally publishedYes

Publication series

NameLecture Notes in Business Information Processing
PublisherSpringer Berlin, Heidelberg
Volume59
ISSN (Print)1865-1348
ISSN (Electronic)1865-1356

Keywords

  • Multiagent System
  • Trading Strategy
  • Market Mechanism
  • Generalisation Ability
  • Generalisation Property

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