Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/54559
Título: | Algorithmic trading using intelligent agents |
Autor(es): | Barbosa, Rui Pedro Belo, Orlando |
Palavras-chave: | Algorithmic trading Hybrid agents |
Data: | 2008 |
Resumo(s): | Trading in financial markets is undergoing a radical transformation, one in which algorithmic methods are becoming increasingly more important. The development of intelligent agents that can act as autonomous traders seems like a logical step forward in this "algorithms arms race". In this paper we describe an infrastructure for implementing hybrid intelligent agents with the ability to trade financial instruments without requiring human supervision. We used this infrastructure, which relies heavily on artificial intelligence models and problem solving methodologies, to implement two currency trading agents. So far these agents have been able to profit from inefficiencies in the currency market, which lead us to believe our infrastructure can be of practical interest to the investment industry. |
Tipo: | Artigo em ata de conferência |
URI: | https://hdl.handle.net/1822/54559 |
ISBN: | 1601320728 |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
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Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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2008-CI-AI-Barbosa&Belo-CRP.pdf Acesso restrito! | 426,78 kB | Adobe PDF | Ver/Abrir |