Application of the consensus method in a multiagent financial decision support system

Information Systems and e-Business Management

Volumn 14, Issue 1, 2016, Pages 167-185

  Hernes, Marcin ^a   Sobieska Karpińska, Jadwiga ^b  

^a WROCLAW UNIVERSITY OF ECONOMICS   (Poland)

^b Witelon University of Applied Sciences   (Poland)

Author keywords

Consensus method; Decision support systems; Financial decisions; Multiagent systems

Indexed keywords

EID: 84957434159     PISSN: 16179846     EISSN: 16179854     Source Type: Journal    
DOI: 10.1007/s10257-015-0280-9     Document Type: Article

References (23)

1. Arrow KJ (1963) Social choice and individual values, 2nd edn. Wiley, New York
2. Barthlemy JP (1992) Dictatorial consensus function on n-trees. Math Soc Sci 25:59–64
3. Bohm V, Wenzelburger J (2005) On the performance of efficient portfolios. J Econ Dyn Control 29(4):721–740
4. BOSSA.PL http://bossa.pl/pub/metastock/mstock/metaall.zip. Accessed 28 Aug 2014
5. Chiarella C, Dieci R, Gardini L (2006) Asset price and wealth dynamics in a financial market with heterogeneous agents. J Econ Dyn Control 30(9–10):1755–1786
6. Daniłowicz C, Nguyen NT (1988) Consensus-based partition in the space of ordered partitions. Pattern Recognit 21:269–273
7. Fundamental Analysis http://www.investopedia.com/terms/f/fundamentalanalysis.asp. Accessed 21 Jan 2015
8. Hernes M, Nguyen NT (2004) Deriving consensus for incomplete ordered partitions. In: Nguyen NT (ed) Intelligent technologies for inconsistent knowledge processing. Advanced Knowledge International, Australia
9. Hernes M, Nguyen NT (2007) Deriving consensus for hierarchical incomplete ordered partitions and coverings. J Univers Comput Sci 13(2):317–328
10. http://jade.tilab.com/. Accessed 21 Nov 2013
11. Jajuga K (2007) Podstawy inwestowania na Giełdzie Papierów Wartosciowych [Base of invest on Gielda Papierow Wartosciowych]. Giełda Papierów Wartościowych S.A, Warszawa
12. Korczak J, Bac M, Drelczuk K, Fafuła A (2012) A-Trader—consulting agent platform for stock exchange gamblers. In: Proceedings of the federated conference on computer science and information systems (FedCSIS), pp 963–968
13. Korczak J, Hernes M, Bac M (2013) Risk avoiding strategy in multi-agent trading system. In: Proceedings of federated conference computer science and information systems (FedCSIS), pp 1119–1126
14. LeBaron B (2011) Active and passive learning in agent-based financial markets. East Econ J 37:35–43
15. Mönch L, Stehli M (2006) ManufAG: a multi-agent-system framework for production control of complex manufacturing systems. IseB 4(2):159–185
16. Nguyen NT (2006) Using consensus methodology in processing inconsistency of knowledge. In: Last M et al (eds) Advances in web intelligence and data mining, series studies in computational intelligence. Springer, New York, pp 161–170
17. Sobieska-Karpińska J, Hernes M (2010) Value of information i distributed decision support system. In: Pańkowska M (ed) Infonomics for distributed business and decision-making environments: creating information system ecology. IGI Global, Hershey, pp 153–176
18. Sobieska-Karpińska J, Hernes M (2011) Determining consensus in distributed computer decision support system. In: Dziechciarz J (ed) Econometrics, no 31. Wrocław University of Economics Press, Wrocław, pp 217–224
19. Sobieska-Karpińska J, Hernes M (2012) Consensus determining algorithm in multiagent decision support system with taking into consideration improving agent’s knowledge. In: Proceedings of the federated conference on computer science and information systems (FedCSIS), pp 1035–1040
20. Sycara KP, Decker K, Zeng D (2002) Intelligent agents in portfolio management. In: Jennings N, Wooldridge M (eds) Agent technology. Springer, New York, pp 267–282
21. Technical analysis http://www.investopedia.com/terms/t/technicalanalysis.asp. Accessed 21 Jan 2015
22. Westerhoff FH (2011) Multiasset market dynamics. Macroecon Dyn 8(2011):596–616
23. Zgrzywa M (2007) Consensus determining with dependencies of attributes with interval values. J Univers Comput Sci 13(2):329–344