Title :
Agent services-based infrastructure for online assessment of trading strategies
Author :
Cao, Longbing ; Wang, Jiaqi ; Lin, Li ; Zhang, Chengqi
Author_Institution :
Fac. of Inf. Technol., Sydney Univ. of Technol., NSW, Australia
Abstract :
Traders and researchers in stock marketing often hold some private trading strategies. Evaluation and optimization of their strategies is a great benefit to them before they take any risk in realistic trading. We build an agent services-driven infrastructure: F-TRADE. It supports online plug in, iterative back-test, and recommendation of trading strategies. We propose agent services-driven approach for building the above automated enterprise infrastructure. Description, directory and mediation of agent services are discussed. System structure of the agent services-based F-TRADE is also discussed. F-TRADE has been an online test platform for research and application of multi-agent technology, and data mining in stock markets.
Keywords :
data mining; electronic commerce; electronic trading; multi-agent systems; software agents; stock markets; virtual enterprises; agent services-based F-TRADE; agent services-based infrastructure; automated enterprise infrastructure; data mining; iterative back-test; multiagent technology; online assessment; online plug in; online test platform; private trading strategy; stock marketing; Australia; Buildings; Data mining; Information technology; Iterative algorithms; Mediation; Plugs; Stock markets; Subscriptions; Testing;
Conference_Titel :
Intelligent Agent Technology, 2004. (IAT 2004). Proceedings. IEEE/WIC/ACM International Conference on
Print_ISBN :
0-7695-2101-0
DOI :
10.1109/IAT.2004.1342967
