A multi-agent framework for stock trading.
Luo, Yuan and Liu, Kechong and Davis, Darryl N. (2000) A multi-agent framework for stock trading. In: Proceedings of conference on intelligent information processing. Shi, Zhongzhi and Faltings, Boi and Musen, Mark A., eds. Publishing House of Electronics Industry of China, Beijing, pp. 470-477. ISBN 9783901882067
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Official URL: http://www.cs.mdx.ac.uk/staffpages/yuanluo/researc...
Arequirement analysis for the portfolio management in the stock trading has presented a conduct viability and theoretical foundation for a stock trading system. The overall portfolio management tasks include eliciting user profiles, collecting information on the user’s initial portfolio position, monitoring the environment on behalf of the user, and making decision suggestions to meet the user’s investment goals. Based on the requirement analysis, this paper presents a framework for a Multi-Agent System for Stock Trading (MASST). The key issues it addresses include gathering and integrating diverse information sources with collaborating agents, and providing decision-making for investors in the stock market. We identify the candidate agents and the tasks that the agents perform. Agent communications and exchange of information and knowledge between agent has been described in this paper.
|Item Type:||Book Section|
16th World Computer Congress, held on 21-25, August 2000, in Beijing, China.
|Research Areas:||Middlesex University Schools and Centres > School of Science and Technology > Computer and Communications Engineering|
|Deposited On:||06 Apr 2009 16:17|
|Last Modified:||31 Oct 2014 17:29|
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