An agent-based hybrid intelligent system for foreign exchange trading

Zhang, Zili 2003, An agent-based hybrid intelligent system for foreign exchange trading, in Proceedings of the Second International Conference on Active Media Technology, World Scientific, Singapore, pp. 83-93, doi: 10.1142/9789812704313_0007.

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Title An agent-based hybrid intelligent system for foreign exchange trading
Author(s) Zhang, ZiliORCID iD for Zhang, Zili
Conference name Active Media Technology. Conference (2nd: 2003 : Chongqing, China)
Conference location Chongqing, China
Conference dates 29-31 May 2003
Title of proceedings Proceedings of the Second International Conference on Active Media Technology
Editor(s) Jian, Ping Li
Liu, Jiming
Zhong, Ning
Yen, John
Zhao, Jing
Publication date 2003
Conference series Active Media Technology Conference
Start page 83
End page 93
Publisher World Scientific
Place of publication Singapore
Summary The foreign exchange (FX) market has many features including (1) Each trader’s payoff depends not only on his own behavior, but also on other traders’ decisions; (2) The number of traders is too large to make them all know the other dealers’ methods of decision making; and (3) The FX market has many levels. The FX market is complex because of these features. A diversity of techniques are required to deal with such complex problems. That is hybrid solutions are crucial for the FX market. On the other hand, research into the FX market has revealed that it demonstrates some characteristics of multi-agent systems such as autonomy, interaction, and emergence. To this end, an agent-based hybrid intelligent system was developed for FX trading, which is based on our proposed agent-based hybrid framework. This paper is to discuss the analysis, design, and implementation such a system. Some experimental results and comparisons with related works are also provided. The interest of this paper does not reside in improving the predictive capabilities of different FX models, but rather in how to integrate different models into one system under the unifying agent framework. The success of this system indicates that agent perspectives are very appropriate to model complex problems such as the FX trading.
ISBN 9789812383433
Language eng
DOI 10.1142/9789812704313_0007
Field of Research 080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective 970108 Expanding Knowledge in the Information and Computing Sciences
HERDC Research category E1 Full written paper - refereed
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Document type: Conference Paper
Collection: School of Information Technology
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