Fundamental analysis in the multi-agent trading system

By Jerzy J. Korczak, Marcin Hernes, Maciej Bac. 2016

11 citations recorded by the source corpus.

The paper presents issues related to developing methods for fundamental analysis used to expand capabilities of multi-agent trading system, to better predict the financial market. The fundamental analysis indicators can be used as confirmation of decisions generated by other strategies of the system. The first part of the article discusses briefly the fundamental analysis issues in relation to the online trading on FOREX market. The statistical analysis of correlations of the different time series indicators and algorithms of fundamental analysis agents are examined. The final part discusses the results of the performance evaluation of selected investment strategies, including fundamental-based agents.

Subfields: Economics and Econometrics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Marcin Hernes
2. Jerzy J. Korczak

In Management Science and Operations Research

1. Marcin Hernes
2. Jerzy J. Korczak
3. M. Ugur Gudelek
4. Omer Berat Sezer
5. A. Ozbayoglu

Citations in the corpus

• Deep learning for financial time series forecasting in A-Trader system (2017, methodology): “A-Trader mainly supports High Frequency Trading (HFT) [20], putting strong emphasis on price formation processes, shortterm positions, fast computing, and efficient and robust indicators [21].”