Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/16250

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dc.contributor.authorBarbosa, Rui Pedro-
dc.contributor.authorBelo, Orlando-
dc.date.accessioned2012-01-06T17:22:30Z-
dc.date.available2012-01-06T17:22:30Z-
dc.date.issued2011-
dc.identifier.isbn9783642198748por
dc.identifier.issn1867-5662por
dc.identifier.urihttp://hdl.handle.net/1822/16250-
dc.description.abstractIn this article the authors present the simulated trading results of a system consisting of 60 intelligent agents, each being responsible for day trading a stock listed on the NYSE or the NASDAQ stock exchange. These agents were implemented according to an architecture that was previously applied to currency trading with interesting results. The performance of the stock trading agents, once integrated in a diversified investment system, showed similar promise. The trading simulation was done using out-of-sample price data for the period between February of 2006 and October of 2010. Throughout this period, the system’s performance compared favorably with that of the buy- and-hold strategy, both in terms of return and maximum drawdown. These results indicate that agent technology might be of use for this particular practical application, a conclusion that should interest the investment industry.por
dc.language.isoengpor
dc.publisherSpringer Verlagpor
dc.rightsrestrictedAccesspor
dc.subjectIntelligent agentpor
dc.subjectStock tradingpor
dc.subjectFinancial data miningpor
dc.titleAn agent task force for stock tradingpor
dc.typeconferencePaperpor
dc.peerreviewedyespor
sdum.publicationstatuspublishedpor
oaire.citationStartPage287por
oaire.citationEndPage297por
oaire.citationConferencePlaceSalamanca, Spainpor
oaire.citationTitleProceedings of 9th International Conference on Practical Applications of Agents  and  Multi-­‐Agent  Systemspor
oaire.citationVolume88por
dc.identifier.doi10.1007/978-3-642-19875-5_37por
dc.subject.wosScience & Technologypor
sdum.journalAdvances in Intelligent and Soft Computingpor
sdum.conferencePublicationProceedings of 9th International Conference on Practical Applications of Agents  and  Multi-­‐Agent  Systemspor
Appears in Collections:CAlg - Artigos em livros de atas/Papers in proceedings

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