Performance evaluation of decision-making agents' in the multi-agent system

By Jerzy J. Korczak, Marcin Hernes, Maciej Bac. 2014

13 citations recorded by the source corpus.

The article presents the performance analysis issues of buy-sell decisions agents' in a-Trader system. The system allows for supporting of investment decision on FOREX market. The first part of article contains a description of a a-Trader system. Next, the algorithms of the selected buy-sell decision agents is presented. In the last part of article the evaluation function of agents' performance is detailed, and the approach to performance analysis is proposed and illustrated.

How researchers see this paper

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

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

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].”
• Fundamental analysis in the multi-agent trading system (2016, methodology): “The fundamental analysis implemented as investment strategy in A-Trader can be used as confirmation of deci- sions generated by other strategies.”
• Fuzzy Logic as Agents' Knowledge Representation in A-Trader System (2015, background): “The architecture of a-Trader and the description of the different groups of agents have already been detailed [15–17].”