Title :
Fuzzy logic in the multi-agent financial decision support system
Author :
Jerzy Korczak;Marcin Hernes;Maciej Bac
Author_Institution :
Wrocł
Abstract :
The article presents the application of a fuzzy logic in building the trading agents of the a-Trader system. The system supports investment decisions on the FOREX market. The first part of the article contains a discussion related to the use of fuzzy logic as an agents´ knowledge representation. Next, the algorithms of the selected fuzzy logic buy-sell decision agents are presented. In the last part of the article the agent performance is evaluated on real FOREX data.
Keywords :
"Fuzzy logic","Knowledge representation","Aggregates","Probability","Decision support systems","Image color analysis","Genetic algorithms"
Conference_Titel :
Computer Science and Information Systems (FedCSIS), 2015 Federated Conference on
