Title
Multi-agent Stock Trading Algorithm Model
Abstract
Stock Trading Algorithm Models are an important problem researchers dealt with through time that implied knowledge in technical and fundamental analysis, time series combined with knowledge expertise in computer science or programming in order to find solutions of how to have a stock gain. This paper proposes a multi-agent architecture that assists a user in making a successful investment on the stock market. This implies the use of technical and fundamental analysis in order to make a useful prediction of the security's trend.
Year
DOI
Venue
2011
10.1109/SYNASC.2011.11
Symbolic and Numeric Algorithms for Scientific Computing
Keywords
Field
DocType
time series,implied knowledge,multi-agent stock trading algorithm,stock trading algorithm models,knowledge expertise,important problem researcher,computer science,multi-agent architecture,stock gain,stock market,fundamental analysis,algorithm design and analysis,technical analysis,algorithm design,multi agent systems,databases,security,prediction model,predictive models,java,prediction algorithms,multi agent system,investment
Architecture,Algorithm design,Computer science,Algorithm,Multi-agent system,Stock market,Stock market prediction,Java,Algorithmic trading,Technical analysis
Conference
ISSN
ISBN
Citations 
2470-8801
978-1-4673-0207-4
5
PageRank 
References 
Authors
0.46
8
3
Name
Order
Citations
PageRank
Monica Tirea1144.68
Ioan Tandau261.23
Viorel Negru331147.71