Matchmaking to Support Intelligent Agents for Portfolio ManagementMassimo Paolucci

Zhendong NiuKatia Sycara

Constantine DomashnevSean Owens

Martin Van VelsenTheRoboticsInstitute,CarnegieMellon University, Pittsburgh,PA�

paolucci,niu,katia,dconst,owens,vvelsen � @cs.cmu.edu

Abstract

A-Match is a matchmakingsystemthat allows agentsto enterand exit the systemdynamically. It employsa Matchmakerto supportagentsin the systemin theirexchangeof services.A-Match letshumanusersinter-actwith theMatchmaker. ThroughtheA-Match usersfind agentsthat canprovide neededservicesor adver-tise new agents. The functionality of the A-Match isdisplayedin thecontext of theWarrenSystem,asystemthatsupportstheuserto manageits own stockportfolio.

Research OverviewThe Internet is both a powerful resourceand a powerfulchallengefor AI applications. While it provides a greatdeal of information, it is also a dynamicsourceof infor-mationin whichsitesmight disappearwhile new andbettersitesareadded.TheA-Match SystemandtheWarrenSys-tem(Sycara,Decker, & Zeng1999)demonstratehow MultiAgent Systems(MAS) naturallydealswith the dynamismof the Internet. A-Match is a webbasedmatchmakingser-vice thatrecordswhichagentsareavailableandtheservicesthatthey provide. ThroughtheA-Match,agentsandhumanuserswith specificneedsfind agentsthatsatisfythoseneeds.Warrenis a portfolio managementapplicationbasedon theRETSINA OpenMAS (Sycaraet al. 1996). Agentsin theWarrenSystemfind eachother throughA-Match’s match-makingcapabilitiesin sucha way that thesystemcanauto-maticallyreconfigureitself whennew servicesareprovidedor old serviceprovidersdisappear.

As pagesappearanddisappeardynamicallyon theWeb,agentsdynamicallyenterandexit OpenMAS, suchasWar-ren. This dynamismmakesimpossibleto maintainhard-wiredrelationsbetweenagents.Agentsin thesystemshouldbeableto reconfigureautomaticallyandgatherupto datein-formationfrom theagentsthatarefunctional.A-Matchsup-portsthis automaticreconfigurationprocessby providing aspecialagent,calledMatchmaker, thatmaintainsanupdatedmappingbetweentheagentsthatarecurrentlyin thesystemandthe servicesthat they provide. The Matchmakerfunc-tion as the yellow pages:it collectsadvertisementsof theservicesprovidedby theagentsthatenterthesystemandit

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1999,AmericanAssociationfor Artificial In-telligence(www.aaai.org). All rightsreserved.

matchestheseadvertisementsagainsttherequeststhatcomefrom agentsthat requestservices.Theresultof therequestto theMatchmakeris contactinformationof agentsthatpro-vide the neededservice.The Matchmakerdoesnot get in-volved in the transactionbetweenthe requesteragentandthe provider agent,it is the responsibilityof the requestingagentto contacttheproviderdirectly.

In additionto theMatchmaker, theA-Match Systempro-videsto humanusersa wayto accesstheMatchmaker. Thisfunctionality is of greatvaluefor userssincethey gain di-rectaccessto theservicesprovidedby all agentsin thesys-tem. A-Match consistsof aninterfacebetweenhumansandthe Matchmaker, throughthis interfaceuserscanquerythematchmakerto find whichagentsprovidea specificservice,retrieve a list of agentsadvertisedandquerythe agentsre-trieveddirectly. In addition,theA-Matchprovidesameantoadvertiseagentswhentheagentdoesnotadvertiseitself au-tomatically. A-Match is a deployedsystemthat is publiclyavailableon the web (A-Match is on-line at the followingaddresshttp://www.cs.cmu.edu/softagents/a-match/).

The WarrenSystemshows how multiagentsystemscantakeadvantageof A-Match’s matchmakingto managehet-erogeneousinformationandto useredundantfunctionalitiesto increasethe reliability of the system. Warrenprovidestheuserwith informationthatcomesfrom differentsources:it providesstockquotesdirectly from the web, it monitorsnews caststo find news aboutstocksof interestto theuser,and it advisesthe userwhen the portfolio doesnot matchtheuser’s risk profile. Agentsin theWarrensystemusetheMatchmakerin theA-Match to find theagentsthatprovidetheservicesandto recover whenserviceprovidersfail.

A-MatchA-Match is a web basedinterfaceto the Matchmakerthatallows humanusersto find agentsthat canprovide neededservices.Agentsin theMatchmakerarerepresentedon thebasesof the inputsthat they takeandthe outputsthat theyreturn. For instance,an agentthat reportsthe stockvalueof a specificticker is expressedas a transformationfromthe ticker to the valueof the stock. Throughthe A-Matchtheusercancompilea queryto theMatchmakerrequestinga specificservice: queriesare expressedthroughthe out-put thatuserexpectsfrom theagentandtheinputsthatsheis readyto provide. The Matchmakermatchesthe require-

Figure1: TheWarrenArchitecture.

mentsof the useragainstthe advertisementsstoredand itreportsthe list of agentswhoseadvertisementmatchestherequestof the user. The matchperformedby the Match-makeris basedon a taxonomyof terms. For example,anagentA might advertisethat,givena tickername,it reportsthe valueof the correspondingstock,while the usermightlook for anagentthatgivenastocknamereturnsthepriceofthestock.TheMatchmakerwouldrecognizeasimilarity be-tweentickerandstockname,andasimilarity betweenvalueandpriceandreportto theusertheagentA providestheser-vice requested.Onceanagentis found,theusercanusetheA-Match to querytheagentdirectly anddisplaytheanswerfrom theagent.Userscanalsousethe A-Match to browsetheontologyusedduringthematchingprocess.Thebrowserallows themto find thedefinitionof terms,andto estimatethe similarity betweentermsin the ontology. In addition,the A-Match providesfunctionalitiesthat allow the usertobrowse advertisements,advertisenew agents,unadvertiseagentsandupdatetheadvertisementof agents.Thebrowsefunctionality displaysthe list of all agentsthat alreadyad-vertisedwith the Matchmaker;humanscanadvertisefunc-tionalitiesof agentsthatcannotadvertiseon their own; un-advertiseis usedto remove referencesof agentsfrom thematchmaker;while updateis an editing facility thatallowstheuserto modify advertisementsto correctmistakes.

A-Matchcanstoredifferenttypesof advertisementscom-ing from differentapplications.Purposely, theMatchmakerdoesnotposeany boundarybetweenapplications:any agentthat matchesthe requestcanbe suggestedasprovider of aservice.Ultimately, thesameagentcanprovide a serviceintwo differentsystemsprovidedthat it respondsto theneedsof thosesystems.This blurring of boundariesbetweensys-temsis averyimportantfeaturefor multiagentsystemssinceit allowsautomaticreusabilityof functionalities.

WarrenWarrenshows how a multiagentsystemcantakeadvantageof the A-Match and the Matchmaker. As shown in figure1, Warrenis composedof threetypesof agents:interfaceagentsthat display the portfolios to the users,task agents

that assistthe userin the managementof its portfolio, andinformationagentsthatareusedto gatherinformationaboutstocksin theportfolio. Throughtheinterfaceagenttheusercanbuy stocks,sellstocks,monitorthevalueof its ownport-folio andmonitornews aboutthestocksin theportfolio. Inadditiontheusercanmonitorthevalueof prospectivestocksthat shedoesnot own yet. Two taskagentsassistthe user,theComptrollerrecordstheportfolioandcouldinteractwithbrokers(At themomentthough,Warrendoesnot allow realstock trading) to actuallyacquirestocks. The Risk Criticactsasa financialadvisorandsignalsto the userwhentheacquisitionof new stocksin theportfolio or thesaleof somestocksmodifiestherisk associatedwith theportfolio. Infor-mationagentsmonitorthewebto reportthevalueof stocksandtheir currentrisk profile, so that therisk critic cansug-gestto theuserwhetherto buy or sell. Furthermore,someinformationagentsmonitornews caststo find news thatcanbeof interestfor theuser.

The interactionbetweenagentsis a key aspectof MAS,but this interactionis verydifficult to appreciatebecauseit isalwayshiddenin thecomputationof theagents.TheRetsinaMAS offersa tool, calledDemoDisplay, thatmonitorsandgraphicallydisplaysthe agentsandtheir exchangeof mes-sages.

AcknowledgmentsTheauthorswish to acknowledgethecontributionof manypeoplethatthroughtheyearsworkedondifferentversionsofWarren. This researchhasbeensponsoredin partby ONRgrantN-00014-96-16-1-1222by DARPA grantF-30602-98-2-0138.

ReferencesSycara,K.; Decker, K.; Pannu,A.; Williamson, M.; andZeng,D. 1996.Distributedintelligentagents.IEEE Expert,Intelligent Systems and their Applications 11(6):36–45.Sycara,K.; Decker, K.; and Zeng, D. 1999. Intelli-gentagentsin portfolio management.In Agent Technol-ogy:Foundations,Applications,andMarkets.,eds.,N. Jen-nings and M. Woolridge. Springer.