Collective Intelligence Supporting Trading Decisions on FOREX Market

被引：6
|
作者：
Korczak, Jerzy [1 ]
Hernes, Marcin [1 ]
Bac, Maciej [1 ]
机构：
[1] Wroclaw Univ Econ, Wroclaw, Poland
来源：
COMPUTATIONAL COLLECTIVE INTELLIGENCE, ICCCI 2017, PT I | 2017年 / 10448卷
关键词：
Multi-agent systems; Supporting trading decision-making; FOREX market;
D O I：
10.1007/978-3-319-67074-4_12
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The aim of the paper is to present an approach to support decision-making on financial markets using an idea of collective intelligence implemented as a multi-agent system, called A-Trader. A-Trader is integrated with the Meta Trader system which provides online data, including ticks of any securities, goods or currency pairs. Many of the implemented agents apply AI methods, communicate their trading advices to the supervisor that integrates all information and suggests the trading decision. The first part of the paper presents the architecture and functionalities of A-Trader. The structure and functionality of the agents and approach to the building of the trading strategies are detailed. The last section describes the results of the performance evaluation of selected trading strategies on FOREX.
引用
收藏
页码：113 / 122
页数：10
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