Preface
Trading agents are a prominent area of research in artificial intelligent and multiagent systems. e design and analysis of trading agents poses significant challenges in decisionmaking and many different artificial intelligence (AI) techniques have been combined in the
study of trading agents (such as planning, decision theory, game theory, machine learning
or optimization). In addition to research interest, trading agents have potential benefits in
electronic commerce, supply chain management and other business interests. e workshop
on Trading Agent Design and Analysis focuses on all aspects of the design and evaluation of
trading agents, including agent architectures, decision-making algorithms, theoretic analysis of agents or market games, empirical studies of agent performance, agent negotiation
strategies, game-theoretic studies, market architectures and other related topics.
e Trading Agent Design and Analysis workshop has a long and successful history
(since 2003) being co-located at different artificial intelligence conferences. Additionally, the
workshop traditionally coincides with the final rounds of the Trading Agent Competition.
e Trading Agent Competition finals are also used as a way to promote research on trading
agents to a broader audience and to generate interest in new application areas for agent
technologies. For example, the latest trading agent competition scenario focusing on energy
markets (Power TAC) is generating significant interest within the community. is is as well
confirmed by the fact that Power TAC is the single most common topic among papers
accepted to the Trading Agent Design and Analysis workshop. Other Trading Agent Competition scenarios include ad auctions and supply chain management.
Vedran Podobnik
Workshop Chair
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