CS395T: Agent-Based Electronic Commerce -- Fall 2006: Resources Page

Resources for Agent-Based Electronic Commerce (cs395t)

Week 1 (8/28): Introduction

  • Slides from 8/28: pdf.
  • Some slides that refer to the Beauty Contest problem from Colin Camerer: ppt.
  • An extensive discussion on the Beauty Contest problem, including an explanation for the name.
  • Our data for Beauty Contest
  • 6 10 10 10 14.44 17 20 20 22 22 22.22 22.5 27 27 30 30 31.29 35 35 35.2 37 37.4 37.75 38 40 45 50 50 80
  • mean = 29.72
  • 2/3 mean = 19.81
  • Winning entries = 20 (Tie: Todd Hester and Edmund Wong)

  • Week 2 (9/2,4): Auction theory

  • Slides from 9/2: pdf. Augustine's slides: ppt.
  • Slides from 9/4: pdf. Hari's slides: ppt.
  • Klemperer's virtual book including some exercises and solutions related to the readings.
  • A couple of links on marginal revenue:
  • http://ingrimayne.saintjoe.edu/econ/elasticity/RevEtDemand.html
  • Auctions: an Introduction by Elmar Wolfstetter starts out with the marginal revenue approach, including the standard graph. (To get the article, go to the bottom where it says "download info"). A link that works courtesy of Jeremy Hollander.
  • The envelope theorem is refered to in the Milgrom reading.
  • An interisting bidding ring on eBay:
  • Shill bidding for glass.

  • Week 3 (9/12,14): Game theory and mechanism design

  • Slides from 9/12: pdf.
  • Slides from 9/14: pdf. Amruth's slides: ppt.
  • Some good introductory Game theory slides (from Wooldridge's book "Multiagent Systems").
  • Game theory
  • gametheory.net
  • Some useful slides (part C) from Michael Bowling on stochastic games.
  • Tuomas Sandolm's IJCAI Computers and Thought award talk is available from his home page (powerpoint with audio).
  • Information about Hawk and Dove (courtesy of Sai)
  • Some links on the dollar auction: (1); (2); (3) (courtesy of Hari).
  • A suite of game generators called GAMUT from Stanford.
  • Prisoner's dilemma contest
  • RoShamBo (rock-paper-scissors) contest
  • U. of Alberta page on automated poker.
  • Slides from a presentation (Babaioff et al.) on mechanisms for spatially distributed markets (courtesy of Augustine)
  • The difference between incomplete and imperfect information games.

  • Week 4 (9/16,18): TAC Travel

  • Slides from 9/19: pdf. Bhal's slides: ppt.
  • Slides from 9/20: pdf. The ones on ATTac: ps. Todd's slides: pdf
  • TAC-related publications
  • TAC agent repository
  • Decision-Theoretic Bidding Based on Learned Density Models in Simultaneous, Interacting Auctions.
    Peter Stone, Robert E. Schapire, Michael L. Littman, János A. Csirik, and David McAllester
    Journal of AI Research (JAIR), Volume 19, 2003.
  • multiagent.com
  • Unexpected outcomes in markets with autonomous agents: 1 2. A related paper that also includes mixed human and agent markets.

  • Week 5 (9/23,25): Trading agent competitions

  • Slides from 9/23: pdf. Jeremy's slides: pdf.
  • Slides from 9/25: pdf. David's slides about TacTex: ppt. Kunal's slides: ppt.
  • TAC-related publications. Of particular interest:
  • All 2005 SCM agent descriptions.
  • Analysis of 2003 and 2004, including problems with the game: 2004, 2003
  • Benchmarking agent progress over the years.
  • Empirical game-theoretic analysis of agents.
  • Red Agent, the 2003 agent using internal markets.
  • TAC agent repository
  • The TacTex site, about our agent.
  • The beer game as a model for supply chain ripples and the bullwhip effect
  • Introdoction to fuzzy control, which was used by Southampton.
  • Wikipedia definition of shadow prices as mentioned in the DeepMaize paper.

  • Week 6 (10/3,10/5): Automated Mechanism Design and CAT

  • Slides from 10/3: pdf.
  • Slides from 10/5: pdf. Rahul's slides: pdf. David's slides on adaptive mechanism design: pdf.
  • Adaptive Mechanism Design: A Metalearning Approach.
    David Pardoe, Peter Stone, Maytal Saar-Tsechansky, and Kerem Tomak
  • CombineNet
  • Applying Evolutionary Game Theory to Auction Mechanism Design.
    Andrew Byde
  • Evolution of market mechanism through a continuous space of auction-types II: Two-sided auction mechanisms evolve in response to market shocks.
    Dave Cliff
  • Co-Evolutionary Auction Mechanism Design: A Preliminary Report.
    Steve Phelps, Peter McBurney, Simon Parsons, and Elizabeth Sklar
  • A preliminary CAT webpage
  • catallactics: the science of exchanges.
  • Brooklyn College project on automated mechanism design.
  • sourceforge page on CAT.
  • CAT documentation (most current available): Communication Protocol Specification (UPDATED) (focus on section 3), and Planning and Specification (focus on sections 5 and after)

  • Week 7 (10/10, 12): The Penn-Lehman Automated Trading Project

  • Slides from 10/10: pdf.
  • Slides from 10/12: pdf. Some on the Sherstov and Stone paper. Some on the Feng, Yu, and Stone paper.
  • The SEC has some definitions of order types on their page.
  • A summary of the SOBI strategy.
  • A link specifying the details of the Sharpe ratio and another for the Sortino ratio.
  • An ECE masters thesis using PLAT by Gurushyam Hariharan: News Mining Agent for Automatic Stock Trading.
  • Another ECE masters thesis using PLAT by Harish Subramanian: Evolutionary Algorithms in Optimization of Technical Rules for Automated Stock Trading
  • The book by Sutton and Barto on reinforcement learning.
  • Learning to Trade via Direct Reinforcement
    by John Moody and Matthew Saffell
    IEEE Transactions on Neural Networks, 12(4), July 2001.

  • A paper on reinforcement learning in PLAT from ICML 2006: Reinforcement Learning for Optimized Trade Execution by Nevmyvaka, Feng, and Kearns.

  • Week 8 (10/17, 19): FCC Spectrum Auctions

  • Slides from 10/17: pdf. Jeremy's slides: pdf
  • Slides from 10/19: pdf.
  • The FCC auction site. Note that The 700 MHz auction (the combinatorial one) hasn't actually happened yet.
  • A wikipedia entry on distortionary taxation.
  • Another page that mentions distortion.
  • And one more.
  • Rules of collusion from the FCC (thanks to Jeremy H.)

  • Week 9 (10/24,26): General Equilibrium Theory

  • Slides from 10/24: pdf.
  • Slides from 10/24: pdf.
  • Walverine: A Walrasian Trading Agent. (Due Thursday)
    S-F Cheng, E Leung, KM Lochner, K O'Malley, DM Reeves, LJ Schvartzman, and MP Wellman.
    Decision Support Systems 2003, to appear.
    Focus especially on the use of General Equilibrium: you can go more quiickly over Section 7.
  • Two papers on Braess' paradox:
  • Computational Social Dilemmas (Glance and Hogg)
  • Collective Intelligence and Braess' Paradox (Tumer and Wolpert)
  • (Relevant to week 7): A paper on reinforcement learning in PLAT from ICML 2006: Reinforcement Learning for Optimized Trade Execution by Nevmyvaka, Feng, and Kearns.
  • A current auction going on in Israel reported in Ha'aretz (courtesy of Jeremy H.)
  • Decentralized Markets versus Central Control: A Comparative Study.
    F. Ygge and H. Akkermans.
    Journal of Artificial Intelligence Research, Volume 11, 1999, pages 301-333.
  • Clearwater and Huberman on market-based control of buildings: patented.

  • Week 10 (10/31,11/2): Minority Games

  • Slides from 10/31: pdf. Sai's slides: ppt.
  • A page on minority games with graphs and applets.
  • Congestion game page from Virginia regarding market entry games.
  • A relevant article from JASSS: Gossip, Sexual Recombination and the El Farol bar: modelling the emergence of heterogeneity
  • Introductory guide to the minority game

  • Week 11 (11/7,9): Preference Elicitation, CDA bidding strategies

  • Slides from 11/7: pdf. Jaesuk's slides: pdf.
  • Survey of Preference Elicitation Methods.
    Li Chen and Pearl Pu
  • Cooperative Negotiation in Autonomic Systems using Incremental Utility Elicitation.
    Craig Boutilier, Rajarshi Das, Jeffrey O. Kephart, Gerald Tesauro, and William E. Walsh.
    In Proceedings of 19th Conference on Uncertainty in Artificial Intelligence (UAI), 2003.
  • A POMDP Formulation of Preference Elicitation Problems.
    Craig Boutilier.
    In Proceedings of the Eighteenth National Conference on Artificial Intelligence (AAAI-2002), Edmonton, AB, pp.239--246 (2002).
  • Preference Elicitation and Query Learning.
    Avrim Blum, Jeffrey Jackson, Tuomas Sandholm, and Martin Zinkovich
    Journal of Machine Learning Research 5 (2004) 649-667
  • Results of the Santa Fe Double Auction Tournament mentioned in the reading.
  • An evolutionary game-theoretic comparision of two double auction market designs.
    Steve Phelps, Simon Parsons, and Peter McBurney
    In Agent-Mediated Electronic Commerce VI: AAMAS 2004 Workshop

  • Week 12 (11/14,16): Reputation

  • Slides from 11/14: pdf. Karen Fullam's slides from 2003: pdf.
  • Slides from 11/16: pdf. Karen Fullam's slides: ppt. Vineet's slides: pdf.
  • The Agent Reputation and Trust (ART) testbed.
  • Reputation Systems
    Paul Resnick, Richard Zeckhauser, Eric Friedman, and Ko Kuwabara.
    Communications of the ACM, 43(12), December 20000, pages 45-48.
    If you can't access the published version, try this link.
  • Analyzing the economic efficiency of eBay-like online reputation mechanisms.
    Chris Dellarocas.
    in Proc. 3rd ACM Conf. on Electronic commerce (2001).
  • A page explaining Coase's Theorem in detail.
  • An article about eBay's reputation system.
  • Munindar Singh's papers on trust.
  • farecast.com, a new company that predicts flight prices.
  • Recommender systems
  • resource page
  • netflix prize
  • a book recommender net

  • Week 13 (11/21): Coalitions

  • Slides from 11/21: pdf. Vince Conitzer's slides from Duke: ppt. Joe's slides: pdf.
  • A paper on Shapley Values. See Section 9 (near the end) for some practical applications.
  • Wikipedia entry on cooperative games.
  • Collusion-Resistant Mechanisms for Single-Parameter Agents
    Andrew Goldberg and Jason Hartline
    MSR tech report. May 2004.
  • Failures of the VCG Mechanism in Combinatorial Auctions and Exchanges
    Vincent Conitzer and Tuomas Sandholm
    AAMAS 2006.

  • Week 14 (11/28,11/30): Human bidding empirical analysis

  • Slides from 11/28: pdf. Danny's slides: pdf.
  • Slides from 11/30: pdf. Xin' slides: ppt. David's slides from ICEC: ppt.
  • Shopbots and Pricebots.
    Amy R. Greenwald and Jeffrey O. Kephart
    In Proceedings of the Sixteenth International Joint Conference on Artificial Intelligence, pages 506-511, Stockholm, Sweden, August 1999.
  • The Timing of Bids in Internet Auctions: Market Design, Bidder Behavior, and Artificial Agents.
    Axel Ockenfels, Alvin E. Roth
    AI Magazine 2002.
  • Mining for Bidding Strategies on eBay.
    Harshit S. Shah, Neeraj R. Joshi, Ashish Sureka, Peter R. Wurman
    WebKDD 2002.
  • Learning to Trade via Direct Reinforcement
    by John Moody and Matthew Saffell
    IEEE Transactions on Neural Networks, 12(4), July 2001.
  • Definition of indifference curves
  • The Media Equation
  • Kahneman's Nobel prize lecture (html; pdf).
  • Website that compares Amazon vs. eBay prices.
  • Analysis of anomolies in Deal or no Deal.
  • BidNapper.com
  • An eBay sniper's alliance

  • Week 15 (12/5,12/7): SCM and CAT tournaments

  • SCM Results:
    1. redbull       15.67 M   (Rahul, Honain)
    2. Simplicity    12.90 M   (Danny, Brian)
    3. garfield      4.004 M   (Bhal, Vineet)
    4. MysteryAgent  1.290 M   (GeminiJK)
    5. StormFront    -9,178    (Dave, Todd)
    6. JAgent        -756,343  (Jeremy, Jeremy)
  • SCM server
  • SCM results page
  • Some SCM statistics:
    Cost to agent of leftover components and computers:
    1. redbull    2.6M  
    2. Simplicity 1.4M  
    3. garfield   3.3M  
    4. StormFront 2.2M  
    5. JAgent     0.9M  
  • Some SCM graphs: revenue; profits; costs

  • CAT results:
                           Avg Profit  Avg Rank  Wins
    1. specialist_AA       11635       1.87      6      (Achal, Amruth)
    2. specialist_AKumen   11420       2.13      6      (Augustine, Kunal)
    3. specialist_EvoCAT   9203        3.00      2      (Joe, Rahul)
    4. specialist_AhnJones 8530        3.13      1      (Jaesuk, Chris)
    5. specialist_SHMart   4804        4.87      0      (Sai, Hari)
  • CAT params and results files
  • Random game parameter file generator

  • SCM Reports:

  • CAT Reports:

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