Temat: Multi-agent systems - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Design and evaluation of trading strategy in a-trader system
Autorzy:: Korczak, Jerzy
Hernes, Marcin
Maciej, Bac
Powiązania:: https://bibliotekanauki.pl/articles/432324.pdf
Data publikacji:: 2014
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: Multi-agent systems
financial decisions
FOREX
investment strategies
Opis:: The article presents an approach to the performance analysis of trading strategies in the a-Trader system. A-Trader supports investment decisions on the FOREX market. The first part of the article contains a description of the a-Trader system from the user viewpoint. Next, the algorithms of the selected agents’ strategies are presented. In the last part of the article, the performance evaluation of strategies is proposed and illustrated.
Źródło:: Informatyka Ekonomiczna; 2014, 3(33); 88-101
1507-3858
Pojawia się w:: Informatyka Ekonomiczna
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Consensus-based trading strategy in a-trader system
Autorzy:: Korczak, Jerzy
Hernes, Marcin
Bac, Maciej
Powiązania:: https://bibliotekanauki.pl/articles/432056.pdf
Data publikacji:: 2013
Wydawca:: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Tematy:: multi-agent systems
financial decisions
consensus method
A-Trader system
Opis:: The authors of this paper present an approach to trading strategy design for an A-Trader multi-agent system which supports investment decisions on the stock market. The functionalities of the system, and the main component, the Supervisor Agent, used as a strategy a consensus method to reduce the level of investment risk, are described. The consensus method allows the coordination of the work of agents, and on the basis of the decisions provided by the agents presents trading advice to the investor. The strategy has been tested on FOREX quotes, namely on the pair USD/PLN. The results of the research are described and the directions of the further development of the platform are provided in the conclusion.
Źródło:: Informatyka Ekonomiczna; 2013, 3(29); 98-110
1507-3858
Pojawia się w:: Informatyka Ekonomiczna
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: A-Trader - doradcza platforma agentowa dla graczy giełdowych
A-Trader - Advisory Multi-Agent Platform for Stock Traders
Autorzy:: Korczak, Jerzy
Bac, Maciej
Drelczuk, Krzysztof
Fafuła, Aleksander
Powiązania:: https://bibliotekanauki.pl/articles/585581.pdf
Data publikacji:: 2013
Wydawca:: Uniwersytet Ekonomiczny w Katowicach
Tematy:: Systemy multiagentowe
Systemy wspomagania decyzji
Szeregi czasowe
Decision Support Systems (DSS)
Multi-agent system
Time-series
Opis:: 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, the mechanism of assessing the individual agents are discussed. New methods of pre-processing financial series, the concept of never-ending learning, the behavioural model of stock exchange traders and the manners of translating the modelled 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.
Źródło:: Studia Ekonomiczne; 2013, 138; 79-93
2083-8611
Pojawia się w:: Studia Ekonomiczne
Dostawca treści:: Biblioteka Nauki

Artykuł

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