Multi-agent Stock Trading Algorithm Model

M. Tirea, Ioan Tandau, V. Negru
{"title":"Multi-agent Stock Trading Algorithm Model","authors":"M. Tirea, Ioan Tandau, V. Negru","doi":"10.1109/SYNASC.2011.11","DOIUrl":null,"url":null,"abstract":"Stock Trading Algorithm Models are an important problem researchers dealt with through time that implied knowledge in technical and fundamental analysis, time series combined with knowledge expertise in computer science or programming in order to find solutions of how to have a stock gain. This paper proposes a multi-agent architecture that assists a user in making a successful investment on the stock market. This implies the use of technical and fundamental analysis in order to make a useful prediction of the security's trend.","PeriodicalId":184344,"journal":{"name":"2011 13th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","volume":"44 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"8","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2011 13th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SYNASC.2011.11","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 8

Abstract

Stock Trading Algorithm Models are an important problem researchers dealt with through time that implied knowledge in technical and fundamental analysis, time series combined with knowledge expertise in computer science or programming in order to find solutions of how to have a stock gain. This paper proposes a multi-agent architecture that assists a user in making a successful investment on the stock market. This implies the use of technical and fundamental analysis in order to make a useful prediction of the security's trend.
多智能体股票交易算法模型
股票交易算法模型是研究人员长期研究的一个重要问题,它将技术和基础分析知识、时间序列知识与计算机科学或编程知识相结合,以寻求股票收益的解决方案。本文提出了一个帮助用户在股票市场上成功投资的多智能体体系结构。这意味着使用技术和基本面分析,以便对证券的趋势做出有用的预测。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信