Agent services-based infrastructure for online assessment of trading strategies

Author

Cao, Longbing ; Wang, Jiaqi ; Lin, Li ; Zhang, Chengqi

Author_Institution

Fac. of Inf. Technol., Sydney Univ. of Technol., NSW, Australia

fYear

2004

Firstpage

345

Lastpage

348

Abstract

Traders and researchers in stock marketing often hold some private trading strategies. Evaluation and optimization of their strategies is a great benefit to them before they take any risk in realistic trading. We build an agent services-driven infrastructure: F-TRADE. It supports online plug in, iterative back-test, and recommendation of trading strategies. We propose agent services-driven approach for building the above automated enterprise infrastructure. Description, directory and mediation of agent services are discussed. System structure of the agent services-based F-TRADE is also discussed. F-TRADE has been an online test platform for research and application of multi-agent technology, and data mining in stock markets.

Keywords

data mining; electronic commerce; electronic trading; multi-agent systems; software agents; stock markets; virtual enterprises; agent services-based F-TRADE; agent services-based infrastructure; automated enterprise infrastructure; data mining; iterative back-test; multiagent technology; online assessment; online plug in; online test platform; private trading strategy; stock marketing; Australia; Buildings; Data mining; Information technology; Iterative algorithms; Mediation; Plugs; Stock markets; Subscriptions; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Agent Technology, 2004. (IAT 2004). Proceedings. IEEE/WIC/ACM International Conference on

Print_ISBN

0-7695-2101-0

Type

conf

DOI

10.1109/IAT.2004.1342967

Filename

1342967