A multi-agent framework for stock trading.

Luo, Yuan ORCID logoORCID: https://orcid.org/0000-0002-9812-5543, Liu, Kechong and Davis, Darryl N. (2000) A multi-agent framework for stock trading. In: Proceedings of conference on intelligent information processing. Shi, Zhongzhi, Faltings, Boi and Musen, Mark A., eds. Publishing House of Electronics Industry of China, Beijing, pp. 470-477. ISBN 9783901882067. [Book Section]


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
Additional Information: 16th World Computer Congress, held on 21-25, August 2000, in Beijing, China.
Research Areas: A. > School of Science and Technology > Computer and Communications Engineering
Item ID: 1809
Useful Links:
Depositing User: Repository team
Date Deposited: 06 Apr 2009 16:17
Last Modified: 28 Nov 2019 12:54
URI: https://eprints.mdx.ac.uk/id/eprint/1809

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