Heterogeneous agent development: A multi-agent system for testing stock trading algorithms

Association for Information Systems - 11th Americas Conference on Information Systems, AMCIS 2005: A Conference on a Human Scale

Volumn 5, Issue , 2005, Pages 2145-2153

  Russell, Stephen ^a   Yoon, Victoria ^a  

^a UNIVERSITY OF MARYLAND BALTIMORE COUNTY   (United States)

Author keywords

Architecture; Jade; Microsoft.net; Multi agent systems; Simulation

Indexed keywords

DEVELOPMENT ENVIRONMENT; EQUITY MARKETS; EQUITY TRADING; HETEROGENEOUS AGENTS; JADE; MARKET SIMULATION; MICROSOFT; MICROSOFT .NET; MULTI AGENT SYSTEM (MAS); SIMULATION; STOCK TRADING;

ALGORITHMS; ARCHITECTURE; INFORMATION SYSTEMS; INTELLIGENT AGENTS; MULTI AGENT SYSTEMS;

COMMERCE;

EID: 84870015472     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (26)

1. Ajenstat, J. (2004). Virtual Decision Maker for Stock Market Trading as a Network of Cooperating Autonomous Intelligent Agents. Proceedings of the 37th Hawaii International Conference on System Sciences-2004
2. Alemany, M. B., (2004). Jade over.NET [Online]. Available: http://casal.upc.es/%7Emarti23/JadeOverNET.html [20 June 2004]
3. Bauer, R J. (1999) Technical Market Indicators: Analysis and Performance, John Wiley & Sons
4. Benda, J., and Matoušek, T. (2005). Phalanger the PHP Language Compiler for.NET Framework [Online]. Available: http://www.php-compiler.net/ [2005, March 26]
5. Bengtsson, M. and Ekman, M. Adaptive Rule Based Trading. A Test of the Efficient Market Hypothesis [Online]. Chalmers University of Technology, Available: http://www.ce.chalmers.se/staff/mekman/MasterThesisEconomics.pdf [2004, April 20].
6. Bres, Y., Serpett, B., and Serrano, M. (2004). Bigloo.NET: Compiling Scheme to.NET CLR. Journal of Object Technology, 3, No. 9, October 2004, Special issue:.NET Technologies 2004 workshop, pp. 71-94, http://www.jot.fm/issues/issue200410/article4
7. Colby, R. W. and Meyers, T. A. (1988) The Encyclopedia of Technical Market Indicators, McGraw-Hill Trade
8. Conway, M. R. (2002) Professional Stock Trading: System Design and Automation, Acme Trader
9. Davis, D. N., Luo Y., and Lui, K. (2002). Combining KADS with ZEUS to Develop a Multi-Agent E-Commerce Application. Journal of E-Commerce Research 2002
10. Finin, T. and Wiederhold, G. (1991). An Overview of KQML: A Knowledge Query and Manipulation Language, available through the Stanford University Computer Science Department
11. Foundation for Intelligent Physical Agents, (2003). Welcome to the Foundation for Intelligent Physical Agents [Online]. Available: http://www.fipa.org/ [2004 June 10]
12. Genesereth, M. and Ketchpel, S., (1994). Software Agents, Communications of the ACM, 37, No. 7, pages 48-53, (1994)
13. Howard, M. (1999). The Evolution of Trading Rules in an Artificial Stock Market, Computing in Economics and Finance 1999 712, Society for Computational Economics.
14. Joseph, T. (2004). eSignal Central: The Learning Center [Online]. Available: http://www.esignalcentral.com/learning/likepro/tjoseph/default.asp [2004, April 20]
15. Kaufman, P. J. (1998) Trading Systems and Methods, John Wiley & Sons; 3rd edition
16. Labrou, Y., Finin, T., and Peng, Y. (1999). The Interoperability Problem: Bringing together Mobile Agents and Agent Communication Languages. Proceedings of the Hawaii International Conference On System Sciences, January 5-8, 1999, Maui, Hawaii
17. Link, M. (2003) High Probability Trading, McGraw-Hill Trade
18. Luo, Y. and Lui, K. (2002). A Multi-Agent Decision Support System for Stock Trading. IEEE Network, January/February 2002
19. Mistry, A. (2003) Studying Financial Market Behavior with an Agent-Based Simulation [Online] Cornell University. Avaliable: http://www.cs.cornell.edu/boom/2003sp/ProjectArch/Agent-Based%20MarSim/ [2004, April 20].
20. Nebro, A.J., Alba, E., Luna, F. and Troya, J.M. (2002).NET as a Platform for Implementing Concurrent Objects. Monien and Feldman, EURO-PAR 2002, pp. 125-130
21. Pasternak, M. (2004). Technical Analysis Education [Online]. Available: http://www.streetauthority.com/terms/onbalancevolume.asp [2004, April 16]
22. Pretcher, R. (2001). Elliott Wave Principle: Key to Market Behavior, John Wiley & Sons; 10th edition, pp. 34
23. Syme, D. (2001). ILX: Extending the.NET Common IL for Functional Language Interoperability. Proceedings of Babel'01, 2001
24. Taylor, S. (2004) Technical Analysis 101-Rate Of Change (ROC) [Online] Available: http://www.investopedia.com/articles/technical/100801.asp [2004, April 30].
25. Telecom Italia Lab (2004-Copyright). Jade-Java Agent DEvelopment Framework [Online]. Available: http://jade.cselt.it/ [2004, June 18]
26. Williams, B. M. (2003). ProfitUnity Trading Group [Online]. Available: http://www.profitunity.com/ [2004, April 16]