Trading Strategy Based Portfolio Selection for Actionable Trading Agents.
Wei CaoCheng WangLongbing CaoPublished in: ADMI (2012)
Keyphrases
- portfolio selection
- trading agents
- trading strategies
- supply chain
- financial markets
- supply chain management
- resource allocation
- autonomous agents
- online auctions
- robust optimization
- electronic marketplaces
- multiple objectives
- test bed
- stock price
- stock market
- learning mechanisms
- machine learning
- electronic commerce
- long term
- trading systems
- multi agent systems
- cooperative
- decision making