Multi-agent Stock Trading Algorithm Model

Author

Tirea, Monica ; Tandau, Ioan ; Negru, Viorel

Author_Institution

Comput. Sci. Dept., West Univ. of Timisoara, Timisoara, Romania

fYear

2011

fDate

26-29 Sept. 2011

Firstpage

365

Lastpage

372

Abstract

Stock Trading Algorithm Models are an important problem researchers dealt with through time that implied knowledge in technical and fundamental analysis, time series combined with knowledge expertise in computer science or programming in order to find solutions of how to have a stock gain. This paper proposes a multi-agent architecture that assists a user in making a successful investment on the stock market. This implies the use of technical and fundamental analysis in order to make a useful prediction of the security´s trend.

Keywords

investment; multi-agent systems; stock markets; time series; computer science; fundamental analysis; investment; knowledge expertise; multiagent architecture; multiagent stock trading algorithm model; programming; security trend; stock gain; stock market; technical analysis; time series; Algorithm design and analysis; Databases; Java; Prediction algorithms; Predictive models; Security; Stock markets; Algorithmic trading models; Fundamental analysis; Multi-agent systems; Stock market prediction; Technical analysis;

fLanguage

English

Publisher

ieee

Conference_Titel

Symbolic and Numeric Algorithms for Scientific Computing (SYNASC), 2011 13th International Symposium on

Conference_Location

Timisoara

Print_ISBN

978-1-4673-0207-4

Type

conf

DOI

10.1109/SYNASC.2011.11

Filename

6169603