DocumentCode
130463
Title
Performance evaluation of decision-making agents´ in the multi-agent system
Author
Korczak, Jerzy ; Hernes, Marcin ; Bac, Maciej
Author_Institution
Wroclaw Univ. of Econ., Wroclaw, Poland
fYear
2014
fDate
7-10 Sept. 2014
Firstpage
1171
Lastpage
1180
Abstract
The article presents the performance analysis issues of buy-sell decisions agents´ in a-Trader system. The system allows for supporting of investment decision on FOREX market. The first part of article contains a description of a a-Trader system. Next, the algorithms of the selected buy-sell decision agents is presented. In the last part of article the evaluation function of agents´ performance is detailed, and the approach to performance analysis is proposed and illustrated.
Keywords
decision making; foreign exchange trading; investment; multi-agent systems; FOREX market; a-Trader system; buy-sell decisions agent; decision-making agent; investment decision; multiagent system; Aggregates; Algorithm design and analysis; Decision making; Instruments; Investment; Message systems; Performance evaluation;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Information Systems (FedCSIS), 2014 Federated Conference on
Conference_Location
Warsaw
Type
conf
DOI
10.15439/2014F188
Filename
6933152
Link To Document