Pubblicazioni
Questo articolo riguarda l'analisi statistica che ho condotto sulla Trading Agent Competition 2001 all'interno della tesi di laurea. L'articolo รจ stato pubblicato sulla newsletter SIGecom Exchanges, Vol. 3.2
Titolo
A Statistical Analysis of the Trading Agent Competition 2001
Autori
Pier Luca Lanzi and Alessandro Strada, Politecnico di Milano, Dipartimento di Elettronica e Informazione, Artificial Intelligence and Robotics Laboratory
Sommario
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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