Abstract
Modern financial decision support systems are often based on a multi-agent approach to make advice for investors. However, having a large set of different decisions, collected from agents participating in the process, may entail problems related to data integration and its computational complexity. In this paper, we present some algorithms for selecting agents from a set of all available participants to be included in the eventual decision-making process. All algorithms have been experimentally verified using the a-Trader - a prototype of a multi-agent financial decision support systems on a Forex market.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Barbosa, R.P., Belo, O.: Multi-agent forex trading system. In: Hãkansson, A., Hartung, R., Nguyen, N.T. (eds.) Agent and Multi-agent Technology for Internet and Enterprise Systems, pp 91–118. Studies in Computational Intelligence, vol. 289. Springer, Heidelberg (2010). https://doi.org/10.1007/978-3-642-13526-2_5
Bohm, V., Wenzelburger, J.: On the performance of efficient portfolios. J. Econ. Dyn. Control 29(4), 721–740 (2005)
Ivanović, M., Vidaković, M., Budimac, Z., Mitrović, D.: A scalable distributed architecture for client and server-side software agents. Vietnam J. Comput. Sci. 4(2), 127–137 (2017)
Khosravi, H., Shiri, M.E., Khosravi, H., Iranmanesh, E., Davoodi, A.: TACtic-a multi behavioral agent for trading agent competition. In: Sarbazi-Azad, H., Parhami, B., Miremadi, S.-G., Hessabi, S. (eds.) CSICC 2008. CCIS, vol. 6, pp. 811–815. Springer, Heidelberg (2008). https://doi.org/10.1007/978-3-540-89985-3_109
Korczak, J., Hernes, M., Bac, M.: Risk avoiding strategy in multi-agent trading system. In: Proceedings of Federated Conference Computer Science and Information Systems (FedCSIS), Kraków, pp. 1131–1138 (2013)
Korczak, J., Hernes, M., Bac, M.: Collective intelligence supporting trading decisions on FOREX market. In: Nguyen, N.T., Papadopoulos, G.A., Jędrzejowicz, P., Trawiński, B., Vossen, G. (eds.) ICCCI 2017. LNCS (LNAI), vol. 10448, pp. 113–122. Springer, Cham (2017). https://doi.org/10.1007/978-3-319-67074-4_12
Kozierkiewicz-Hetmańska, A., Pietranik, M.: The knowledge increase estimation framework for ontology integration on the concept level. J. Intell. Fuzzy Syst. 32, 1–12 (2016)
Sycara, K.P., Decker, K., Zeng, D.: Intelligent agents in portfolio management. In: Jennings, N., Wooldridge, M. (eds.) Agent Technology, pp. 267–282. Springer, Heidelberg (2002). https://doi.org/10.1007/978-3-662-03678-5_14
Tatikunta, R., Rahimi, S., Shrestha, P., Bjursel, J.: TrAgent: a multi-agent system for stock exchange. In: Proceedings of the 2006 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology (WI-IATW 2006), pp. 505–509. IEEE Computer Society, Washington, DC (2006)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Hernes, M., Kozierkiewicz, A., Pietranik, M. (2019). The Agents’ Selection Methods for a Consensus-Based Investment Strategy in a Multi-agent Financial Decisions Support System. In: Welzer, T., et al. New Trends in Databases and Information Systems. ADBIS 2019. Communications in Computer and Information Science, vol 1064. Springer, Cham. https://doi.org/10.1007/978-3-030-30278-8_8
Download citation
DOI: https://doi.org/10.1007/978-3-030-30278-8_8
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-30277-1
Online ISBN: 978-3-030-30278-8
eBook Packages: Computer ScienceComputer Science (R0)