多智能体财务决策支持系统中的模糊逻辑

2015 Federated Conference on Computer Science and Information Systems (FedCSIS) Pub Date : 2015-11-09 DOI:10.15439/2015F155

J. Korczak, Marcin Hernes, Maciej Bac

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引用次数: 4

摘要

本文介绍了模糊逻辑在构建a- trader系统交易代理中的应用。该系统支持外汇市场上的投资决策。本文的第一部分讨论了使用模糊逻辑作为智能体的知识表示。其次，给出了选择模糊逻辑买卖决策代理的算法。在文章的最后一部分，我们用真实的外汇数据对代理的绩效进行了评估。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Fuzzy logic in the multi-agent financial decision support system

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.

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2015 Federated Conference on Computer Science and Information Systems (FedCSIS)

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