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2014 | 1(31) | 77-90

Article title

Analiza wydajności agentów podejmujących decyzje kupna–sprzedaży w systemie wieloagentowym a-Trader

Content

Title variants

EN
Performance analysis of the buy-sell decision agents’ in a-Trader system

Languages of publication

PL EN

Abstracts

EN
The article presents the performance analisys issues of buy-sell decisions agents’ in a-Trader system. The system allows for supporting of investment decision on FOREX market. The first part of the article contains a description of a-Trader system. Next, the algorithms of the selected buy-sell decision agents are presented. The evaluation function of agents’ performance is elaborated, and the manner of performance analisys executing is presented in the final part of the article.

Year

Issue

Pages

77-90

Physical description

Contributors

author
author
author

References

  • Barbosa R.P., Belo O., 2010, Multi-Agent Forex Trading System, [w:] Agent and Multi-agent Technology for Internet and Enterprise Systems, “Studies in Computational Intelligence”, vol. 289, s. 91-118.
  • Bollinger, John, 2001, Bollinger on Bollinger Bands, McGraw Hill, New York.
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  • Dempster M., Jones C., 2001, A Real Time Adaptive Trading System using Genetic Programming, Quantitative Finance, no. 1, s. 397-413.
  • Hernes M., 2011, Metody consensusu w rozwiązywaniu konfliktów wiedzy w wieloagentowym systemie wspomagania decyzji, rozprawa doktorska, Uniwersytet Ekonomiczny we Wrocławiu.
  • Hernes M., Nguyen N.T., 2007, Deriving Consensus for Hierarchical Incomplete Ordered Partitions and Coverings, “Journal of Universal Computer Scienc”, no. 13 (2), s. 317-328.
  • Jajuga K., Jajuga T., 2000, Inwestycje: Instrumenty finansowe, ryzyko finansowe, inżynieria finansowa, PWN, Warszawa.
  • Karjalainen, R., 1999, Using Genetic Algorithms to Find Technical Trading Rules, “Journal of Financial Economics”, no. 51, s. 245-271.
  • Kirkpatric, Dahlquist, 2006, Technical Analysis: The Complete Resource for Financial Market Technicians, “Financial Times Press”.
  • Korczak J., Lipinski P., 2008, Systemy agentowe we wspomaganiu decyzji na rynku papierów wartościowych, [w:] Rozwój informatycznych systemów wieloagentowych w środowiskach społeczno-gospodarczych, red. S. Stanek i in., Placet, Warszawa, s. 289-301.
  • Korczak J., Bac M., Drelczuk K., Fafuła A., 2012, A-Trader – Consulting Agent Platform for Stock Exchange Gamblers, [w:] Proceedings of the Federated Conference on Computer Science and Information Systems (FedCSIS), Wrocław, s. 963-968.
  • Korczak J., Hernes M., Bac M., 2013, Risk avoiding strategy in multi-agent trading system, [w:] Proceedings of Federated Conference Computer Science and Information Systems (FedCSIS), Kraków.
  • LeBaron B., 2011, Active and Passive Learning in Agent-based Financial Markets, Eastern Economic Journal, vol. 37, s. 35-43.
  • Nguyen N.T., 2006, Using Consensus Methodology in Processing Inconsistency of Knowledge, [w:] Advances in Web Intelligence and Data Mining, red. M. Last i in., series “Studies in Computational Intelligence”, Springer-Verlag, Berlin, s. 161-170.
  • Sobieska-Karpińska J., Hernes M., 2012, Consensus determining algorithm in multiagent decision support system with taking into consideration improving agent's knowledge, [w:] Proceedings of the Federated Conference on Computer Science and Information Systems (FedCSIS), Wrocław, s. 1035-1040.
  • TrendLinearReg, http://forexwikitrading.com/forex-indicator/trendlinearreg/ (2.02.2014).
  • Zgrzywa M., 2007, Consensus Determining with Dependencies of Attributes with Interval Values, “Journal of Universal Computer Science”, vol. 13, no. 2, s. 329-344.

Document Type

Publication order reference

Identifiers

YADDA identifier

bwmeta1.element.desklight-6cd34216-6a5d-4f9d-b4ab-f578f98f1ad6
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