Title:

Multi-agent system for stock traders

Group publication title:

Informatyka Ekonomiczna = Business Informatics

Title in english:

Wieloagentowy system dla graczy giełdowych

Creator:

Korczak, Jerzy ; Bac, Maciej ; Drelczuk, Krzysztof ; Fafuła, Aleksander

Subject and Keywords:

multi-agent decision support systems ; financial markets ; stock trading expertise ; artificial intelligence ; time series analysis ; system wieloagentowy ; rynki finansowe ; systemy doradcze na giełdzie ; sztuczna inteligencja ; analiza szeregów czasowych

Description:

Informatyka Ekonomiczna = Business Informatics, 2012, Nr 3 (25), s. 97-108

Abstrakt:

The authors of this paper present the architecture of a multi-agent system which supports investment decisions on the stock market. The individual components of the system, the manner of communication between them and the mechanism of assessing the individual agents are discussed. New methods of pre-processing financial series, the concept of never- -ending learning, the behavioral model of stock exchange traders and the manners of translating the modeled patterns into the open and close position signals are described. The results of the research are described and the directions of the further development of the platform are provided in the conclusion

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2012

Resource Type:

artykuł

Format:

application/pdf

Language:

eng

Relation:

Informatyka Ekonomiczna = Business Informatics, 2012, Nr 3 (25)

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu