Agent Collaboration for Multiple Trading Strategy Integration

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Show simple item record Cao, Longbing en_US Luo, Dan en_US Xiao, Yan Shan en_US Zheng, Zhigang en_US
dc.contributor.editor Nguyen, Ngoc Thanh; Jo, Geun Sik; Howlett, Robert J.;Jain, Lakhmi en_US 2010-05-28T09:59:11Z 2010-05-28T09:59:11Z 2008 en_US
dc.identifier 2008001502 en_US
dc.identifier.citation Cao Longbing et al. 2008, 'Agent Collaboration for Multiple Trading Strategy Integration', Springer Berlin, Heidelberg, pp. 361-370. en_US
dc.identifier.issn 0302-9743 en_US
dc.identifier.other E1 en_US
dc.description.abstract The collaboration of agents can undertake complicated tasks that cannot be handled well by a single agent. This is even true for excecuting multiple goals at the same time. In this paper, we demonstrate the use of trading agent collaboration in integrating multiple trading strategies. Trading agents are used for developing quality trading strategies to support smart actions in the market. Evolutionary trading agents are armed with evolutionary computing capability to optimize strategy parameters. To develop even smarter trading strategies (we call golden strategies), multiple Evolutionary and Collaborative trading agents negotiate with each other for m loops to search multiple local strategies with best parameter combinations. They also integrate multiple classes of strategies for trading agents to achieve the best global objectives acceptable for trader needs. Tests of five classes of trading strategies in ten years of five markets of data have shown that agent collaboration for strategy integration can achieve much better performance of trading compared with that of either individually optimized or randomly chosen strategies. en_US
dc.language en_US
dc.publisher Springer Berlin en_US
dc.relation.isbasedon en_US
dc.title Agent Collaboration for Multiple Trading Strategy Integration en_US
dc.parent Lecture Notes in Artificial Intelligence Vol 4953: Agent and Multi-Agent Systems: Technologies and Applications en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Heidelberg en_US
dc.identifier.startpage 361 en_US
dc.identifier.endpage 370 en_US FEIT.School of Systems, Management and Leadership en_US
dc.conference Verified OK en_US
dc.for 080109 en_US
dc.personcode 034535 en_US
dc.personcode 996795 en_US
dc.personcode 10783696 en_US
dc.personcode 111832 en_US
dc.percentage 55 en_US Pattern Recognition and Data Mining en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom International KES Symposium on Agents and Multiagent systems - Technologies and Applications en_US 20080326 en_US
dc.location.activity Incheon, Korea, en_US
dc.description.keywords en_US
dc.staffid 111832 en_US

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