Using KADS to design a multi-agent framework for stock trading.
Luo, Yuan, Liu, Kechong and Davis, Darryl N. (2001) Using KADS to design a multi-agent framework for stock trading. In: Proceedings of International Conference on Artificial Intelligence(IC-AI'2001). Arabnia, H. R., ed. CSREA Press, pp. 1149-1156. ISBN 1892512815
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Official URL: http://www.cs.mdx.ac.uk/staffpages/yuanluo/researc...
A requirement analysis for a portfolio management in stock trading is presented. This provides a 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. A KADS based analysis of the processes within the framework is described in this paper.
|Item Type:||Book Section|
Conference held in Las Vegas, USA, June 25-28, 2001.
|Research Areas:||Science & Technology > Algorithms, Architecture & Networks|
|Deposited On:||06 Apr 2009 17:28|
|Last Modified:||06 Feb 2013 11:27|
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