Using KADS to design a multi-agent framework for stock trading.
Luo, Yuan Roger 
ORCID: https://orcid.org/0000-0002-9812-5543, 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.
[Book Section]
Abstract
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 |
|---|---|
| Additional Information: | Conference held in Las Vegas, USA, June 25-28, 2001. |
| Research Areas: | A. > School of Science and Technology > Computer and Communications Engineering |
| Item ID: | 1812 |
| Useful Links: | |
| Depositing User: | Repository team |
| Date Deposited: | 06 Apr 2009 17:28 |
| Last Modified: | 12 May 2020 10:48 |
| URI: | https://eprints.mdx.ac.uk/id/eprint/1812 |
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