Title :
Performance evaluation of decision-making agents´ in the multi-agent system
Author :
Korczak, Jerzy ; Hernes, Marcin ; Bac, Maciej
Author_Institution :
Wroclaw Univ. of Econ., Wroclaw, Poland
Abstract :
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.
Keywords :
decision making; foreign exchange trading; investment; multi-agent systems; FOREX market; a-Trader system; buy-sell decisions agent; decision-making agent; investment decision; multiagent system; Aggregates; Algorithm design and analysis; Decision making; Instruments; Investment; Message systems; Performance evaluation;
Conference_Titel :
Computer Science and Information Systems (FedCSIS), 2014 Federated Conference on
Conference_Location :
Warsaw
