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

Analiza wydajności agentów podejmujących decyzje kupna–sprzedaży w systemie wieloagentowym a-Trader
Performance analysis of the buy-sell decision agents’ in a-Trader system

Author(s): Jerzy Korczak, Marcin Hernes, Maciej Bac
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: multiagent systems; agents’ performance analysis; investment decisions

Summary/Abstract: 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.

  • Issue Year: 2014
  • Issue No: 31
  • Page Range: 77-90
  • Page Count: 14
  • Language: Polish