A multi-agent framework for stock trading.

Book chapter


Luo, Y., Liu, K. and Davis, D. 2000. A multi-agent framework for stock trading. in: Shi, Z., Faltings, B. and Musen, M. (ed.) Proceedings of conference on intelligent information processing. Beijing Publishing House of Electronics Industry of China. pp. 470-477
Chapter titleA multi-agent framework for stock trading.
AuthorsLuo, Y., Liu, K. and Davis, D.
Abstract

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.

Page range470-477
Book titleProceedings of conference on intelligent information processing.
EditorsShi, Z., Faltings, B. and Musen, M.
PublisherPublishing House of Electronics Industry of China
Place of publicationBeijing
ISBN
Hardcover9783901882067
Publication dates
Print2000
Publication process dates
Deposited06 Apr 2009
Output statusPublished
Additional information

16th World Computer Congress, held on 21-25, August 2000, in Beijing, China.

Web address (URL)http://www.cs.mdx.ac.uk/staffpages/yuanluo/research/iip2000.pdf
LanguageEnglish
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