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TAC 2012 : Thirteenth Annual Trading Agent Competition

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Link: http://www.sics.se/tac/intent.php
 
When Jun 4, 2012 - Jun 5, 2012
Where Valencia, Spain
Submission Deadline Apr 15, 2012
Categories    intelligent agents   trading   artificial intelligence   electronic markets
 

Call For Papers

Call for Participation: TAC-2012

Thirteenth Annual Trading Agent Competition, June 4 - 5, 2012

Valencia, Spain --- Co-located with AAMAS 2012, the 11th Conference on Autonomous Agents and Multi-agent Systems

---------------------------------------------------------

Trading in electronic markets is an increasingly commonplace economic
activity, as well as a topic of special interest within the AI,
Electronic Commerce, and Multiagent Systems (MAS) research
communities.

We invite you to participate in the Thirteenth Annual Trading Agent
Competition (TAC-12), to be held in May and June of 2012, with the
finals taking place during the AAMAS-12 conference in Valencia,
preceded by qualifying and seeding rounds in May and early June. You
may register for the competition starting 1 February 2012 through 15
April 2012 at http://www.sics.se/tac/intent.php.

Building on the success of previous Trading Agent Competition events,
this year's event is again designed to spur research on common
problems, promote definitions of benchmarks and standard problem
descriptions, and showcase current technologies.

The competition will pit software agents, developed by research
groups, students, and others from all over the world, against each
other in challenging competitive simulation scenarios. These
scenarios are designed to present competing agents with difficult
decision problems and admit a wide variety of potential bidding and
negotiation strategies.

The 2012 competition will include five games:

1. Power TAC. Sustainable energy systems of the future will need more
than efficient, clean, low-cost, renewable energy sources; they will
also need efficient price signals that motivate sustainable energy
consumption as well as a better real-time alignment of energy demand
and supply. In Power TAC, agents act as retail brokers in a local
power distribution region, purchasing power from a wholesale market as
well as from local sources, such as homes and businesses with solar
panels, and selling power to local customers and into the wholesale
market. Retail brokers must solve a supply-chain problem in which the
product is infinitely perishable, and supply and demand must be
exactly balanced at all times.

- Power TAC Game Master is Wolf Ketter, Erasmus University,
Rotterdam. Full documentation and software are available at
http://www.powertac.org. available soon.

2. TAC Ad Auctions (AA). In the TAC/AA game, agents representing
Internet advertisers bid for search-engine ad placement over a range
of interrelated keyword combinations. A back-end search-user model
translates placement over each simulated day to impressions, clicks,
and sale conversions, yielding revenue for the advertiser. Advertiser
strategies combining online data analysis and bidding tac tics compete
to maximize profit over the simulated campaign horizon.

- TAC AA Game Master is Michael Wellman, University of Michigan.
Documentation and software for participating in the AA
Tournament are accessible at http://aa.tradingagents.org/

3. TAC Market Design (reverse TAC, or "CAT"). CAT software agents
represent market makers whose goals are to attract potential buyers
and sellers as customers, and then to match buyers with sellers. The
market makers compete with one another in doing this, such as the
London Stock Exchange competes with the NYSE for the business of stock
traders.

- CAT Game Master: Tim Miller, University of Melbourne.
Documentation and software for participating in the CAT Tournament
are accessible via sourceforge. Access details and other CAT
information is available at
http://www.marketbasedcontrol.com/blog/index.php?page_id=5

4. TAC Supply Chain Management (SCM). TAC/SCM simulates a dynamic
supply chain environment where agents compete to secure customer
orders and components required for production of these orders. The
game captures many of the complexities of actual supply chains, where
both demand and supply fluctuate and each manufacturer has limited
production capacity. There are also two SCM Challenge events that can
be run if there is a clear expressed interest: a Procurement Challenge
and a Prediction Challenge; these will take place if enough teams
(minimum 6) register for them.

- TAC SCM Game Master: Vedran Podobnik, University of Zagreb.
Documentation an open source agent framework for TAC SCM, and sample
agents, are available for download at http://www.sics.se/tac/. An
updated SCM server and log-analysis tool, with examples, are
available at http://tac.cs.umn.edu/controlled-server.shtml.

The qualifying and seeding rounds will be held in May and early June,
and the first day of the final rounds is scheduled to coincide with
TADA/AMEC, the Joint Workshop on Trading Agent Design and Analysis and Agent-Mediated Electronic Commerce workshop to be held at
AAMAS'12.

To register for TAC-12, please fill out the registration form before 15 April 2012 at:

http://www.sics.se/tac/intent.php

The entry fee will be US$250 per team to enter one game, or $400 for
all TAC games.

The entry fee (for one game) is waived for teams who send a
representative to the TAC finals at AAMAS 2012, if that
representative registers for the TADA workshop (in case a team
participates in more than 1 game, registration cost is reduced to
US$150).

Note: Please send any questions regarding the fees to tac [at]
tradingagents.org. Groups unable to afford the entry fee may also
contact tac [at] tradingagents.org for special consideration.

General information about TAC can be found at:

http://www.sics.se/tac/

Exact dates for the qualifying and seeding rounds will soon be posted
on this site, and sent to the tac-discuss mailing list. You may
subscribe by sending an email to tac-discuss-request (at) umich.edu,
subject "subscribe".

More information about the Trading Agent Analysis and Design (TADA)
workshop is at:

http://www.cs.utep.edu/kiekintveld/Workshops/TADAAMEC12.html

Information about the Association for Trading Agent Research, the
organization responsible for TAC, is at:

http://tradingagents.org

Please circulate this announcement to anyone who may be interested in
participating. Inquiries may be directed to

tac-support [at] cs.umn.edu

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