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Journals ACM SIGecom Exchanges Volume 3 Issue 2

We present a statistical analysis on the data from the Second Trading Agent Competition (TAC01). Our goal is to study the effectiveness of this competition as a testbed for the evaluation of trading strategies in artificial markets. Our results suggest that in TAC01 no agent performed significantly better than all the others, from a pure statistical viewpoint. Instead, it reveals groups of agents which performed significantly better than others. Thus, our results suggest that although this competition may not give a quantitative evaluation of the agents' trading strategies, it can still provide some useful qualitative evaluation.

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A statistical analysis of the trading agent competition 2001

Lanzi, Pier Luca; Strada, Alessandro
ACM SIGecom Exchanges , Volume 3 (2)
Association for Computing Machinery – Mar 1, 2002

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