TrAgent: A Multi-Agent System for Stock Exchange

Author

Tatikunta, Raju ; Rahimi, Shahram ; Shrestha, Pranav ; Bjursel, Johan

Author_Institution

Dept. of Comput. Sci., Southern Illinois Univ., Carbondale, IL

fYear

2006

fDate

Dec. 2006

Firstpage

505

Lastpage

509

Abstract

TrAgent is a software-agent based model for a stock exchange such as the New York Stock Exchange and the procedure of trading securities on the trading floor. The model comprises the complete process from the initiation of a trading order until its execution. The software agent paradigm is the framework for implementing the proposed model. The properties of intelligent software agents meet the characteristics of the actors on the trading floor and provide capabilities for efficient distributed computing. Because of the space restriction, the main focus of this paper is on stock broker agent, one of the most important agents in TrAgent. Intelligence is provided to the stock broker agent in order to make reasoning and decisions on the profitability of a firm. This intelligence is provided using fuzzy expert system. The paper further discusses the design and development issues concerning different components of the model

Keywords

expert systems; fuzzy systems; multi-agent systems; software agents; stock markets; TrAgent; distributed computing; fuzzy expert system; multi-agent system; software-agent; stock broker agent; stock exchange; trading securities; Computer science; Distributed computing; Hybrid intelligent systems; Intelligent agent; Mobile agents; Multiagent systems; Profitability; Security; Software agents; Stock markets;

fLanguage

English

Publisher

ieee

Conference_Titel

Web Intelligence and Intelligent Agent Technology Workshops, 2006. WI-IAT 2006 Workshops. 2006 IEEE/WIC/ACM International Conference on

Conference_Location

Hong Kong

Print_ISBN

0-7695-2749-3

Type

conf

DOI

10.1109/WI-IATW.2006.137

Filename

4053302