Collective Intelligence Supporting Trading Decisions on FOREX Market

Jerzy Korczak , Marcin Hernes , Maciej Bac


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
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, ISBN 9783319670737, [9783319670744], 592 p., DOI:10.1007/978-3-319-67074-4
Keywords in EnglishMulti-agent systems, Supporting trading decision-making, FOREX market
Languageen angielski
Score (nominal)20
Score sourceconferenceList
Publication indicators WoS Citations = 1
Citation count*6 (2020-07-04)
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* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.