Collective Intelligence Supporting Trading Decisions on FOREX Market

Jerzy Korczak , Marcin Hernes , Maciej Bac

Abstract

The aim of the paper is to present an approach to support decision-making on financial markets using an idea of collective intelligence implemented as a multi-agent system, called A-Trader. A-Trader is integrated with the Meta Trader system which provides online data, including ticks of any securities, goods or currency pairs. Many of the implemented agents apply AI methods, communicate their trading advices to the supervisor that integrates all information and suggests the trading decision. The first part of the paper presents the architecture and functionalities of A-Trader. The structure and functionality of the agents and approach to the building of the trading strategies are detailed. The last section describes the results of the performance evaluation of selected trading strategies on FOREX.
Author Jerzy Korczak (MISaF / IBI / DIT)
Jerzy Korczak,,
- Department of Information Technologies
, Marcin Hernes (EaE / IES / DACIaQM)
Marcin Hernes,,
- Department of Accounting, Control, Informatics and Quantitative Methods
, Maciej Bac (MISaF / IBI / DIT)
Maciej Bac,,
- Department of Information Technologies
Pages113-122
Publication size in sheets0.5
Book Nguyen Ngoc Thanh, Papadopoulos George A. , Jędrzejowicz Piotr , Trawiński Bogdan, Vossen Gottfried (eds.): Computational Collective Intelligence. 9th International Conference, ICCCI 2017, Nicosia, Cyprus, September 27-29, 2017, Proceedings, Part I, Lecture Notes in Artificial Intelligence, vol. 10448, 2017, Springer International Publishing, ISBN 9783319670737, [9783319670744], 592 p., DOI:10.1007/978-3-319-67074-4
Keywords in EnglishMulti-agent systems, Supporting trading decision-making, FOREX market
DOIDOI:10.1007/978-3-319-67074-4_12
Languageen angielski
Score (nominal)15
ScoreMinisterial score = 15.0, 28-08-2019, ChapterFromConference
Citation count*5 (2019-11-27)
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