Monday, June 7th, 2010
Harvard University, Massachusetts
Trading agents have become a prominent application area in Artificial Intelligence because of their potential benefits in electronic commerce, and because they present a stiff challenge to models of rational decision-making. A wide variety of trading scenarios and agent approaches have been studied, creating a broad and rich research area. This workshop will focus on the design and evaluation of trading agents. Papers on trading agent architectures, decision-making algorithms, theoretical analysis, empirical evaluations of agent strategies in negotiation scenarios, and game-theoretic analyses, are all within the scope of the workshop.
This workshop will be held in conjunction with the 2010 Trading Agent Competition (TAC-2010) with finals held during the 11th ACM Conference on Electronic Commerce (EC-2010), but paper submissions need not be directly related to TAC. In fact, we encourage submissions related to other trading scenarios.
The deadline for submission is April 4, 2010. Other important dates can be found here.Submission Instructions
Papers should be 8 two-column pages, including references. Manuscripts are exptected to be in English, and should be in PDF format. You should use the ACM SIG proceedings template. Papers are to be submitted through the EasyChair Conference System website. If you do not have an EasyChair account, then you can create one here.