Algorithmic trading using intelligent agents

Proceedings of the 2008 International Conference on Artificial Intelligence, ICAI 2008 and Proceedings of the 2008 International Conference on Machine Learning; Models, Technologies and Applications

Volumn , Issue , 2008, Pages 136-142

  Barbosa, Rui Pedro ^a   Belo, Orlando ^a  

^a UNIVERSITY OF MINHO   (Portugal)

Author keywords

Algorithmic trading; Hybrid agents

Indexed keywords

ALGORITHMIC METHODS; ALGORITHMIC TRADING; CURRENCY MARKETS; CURRENCY TRADING; FINANCIAL MARKETS; HUMAN SUPERVISIONS; HYBRID AGENTS; RADICAL TRANSFORMATIONS; FINANCIAL MARKET; HUMAN SUPERVISION; RADICAL TRANSFORMATION;

ARTIFICIAL INTELLIGENCE; AUTONOMOUS AGENTS; COMMERCE; ECONOMICS; INVESTMENTS; ROBOT LEARNING; ALGORITHMS; LEARNING SYSTEMS; PROFITABILITY;

INTELLIGENT AGENTS;

EID: 63049134769     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

1. Toby Cole. "Foreign Exchange Implications of Algorithmic Trading". Foreign Exchange Contact Group, May 2007.
2. Christian Dunis and Mark Williams. "Modelling and Trading the EUR/USD Exchange Rate: Do Neural Network Models Perform Better?". Derivatives Use, Trading & Regulation, No. 8/3, pp. 211-239, 2002.
3. Joarder Kamruzzamana and Ruhul Sarker. "Comparing ANN Based Models with ARIMA for Prediction of Forex Rates". ASOR Bulletin, Vol. 22, No. 2, pp. 2-11, 2003.
4. Ajith Abraham. "Analysis of Hybrid Soft and Hard Computing Techniques for Forex Monitoring Systems". Proceedings of the 2002 IEEE International Conference on Fuzzy Systems, pp. 1616-1622, 2002.
5. Lean Yu, Shouyang Wang and Kin Lai. "Designing a Hybrid AI System as a Forex Trading Decision Support Tool". Proceedings of the 17th IEEE International Conference on Tools with Artificial Intelligence, pp. 89-93, 2005.
6. Kevin Swingler. "Financial Prediction, Some Pointers, Pitfalls, and Common Errors". Neural Computing & Applications, Vol. 4, No. 4, pp. 192-197, 1996.
7. Pádraig Cunningham. "Ensemble Techniques". Technical Report UCD-CSI-2007-5, April 2007.
8. Weka API, http://www.cs.waikato.ac.nz/ml/weka/.
9. JBoss Drools, http://www.jboss.org/drools/.
10. OANDA Corporation, http://fxlabs.oabs.oanda.com.