DocumentCode
2873015
Title
Intelligent trading systems: a multi-agent hybrid architecture
Author
Srikanth, V.
Author_Institution
Centre for Financial Res., Cambridge Univ., UK
fYear
1999
fDate
1999
Firstpage
64
Lastpage
73
Abstract
We propose an architecture for a multi-agent hybrid intelligent system that can trade in multiple markets. We start by identifying the requirements of an intelligent trading system. We then analyze how intelligent agents can be utilized to construct an intelligent trading system and overcome problems with current approaches. We describe the architecture of the Quo Vadis system (H.-E. Eriksson and M. Penker, 1997) and conclude by showing how the proposed architecture can integrate multiple methodologies for data mining, knowledge discovery and soft computing into a single framework
Keywords
data mining; electronic trading; multi-agent systems; software agents; stock markets; Quo Vadis system; data mining; intelligent agents; intelligent trading systems; knowledge discovery; multi-agent hybrid architecture; multi-agent hybrid intelligent system; multiple markets; multiple methodologies; soft computing; Degradation; Expert systems; Frequency; Genetic algorithms; Hybrid intelligent systems; Intelligent agent; Intelligent networks; Intelligent systems; Neural networks; Risk management;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence for Financial Engineering, 1999. (CIFEr) Proceedings of the IEEE/IAFE 1999 Conference on
Conference_Location
New York, NY
Print_ISBN
0-7803-5663-2
Type
conf
DOI
10.1109/CIFER.1999.771107
Filename
771107
Link To Document