Virtual Decision Maker for Stock Market Trading as a Network of Cooperating Autonomous Intelligent Agents.
Jacques AjenstatPeter JonesPublished in: HICSS (2004)
Keyphrases
- stock market
- decision makers
- stock exchange
- trading rules
- stock data
- stock trading
- financial markets
- decision making
- stock price
- trading strategies
- foreign exchange
- trading signals
- decision support system
- utility function
- short term
- trading systems
- technical indicators
- multi criteria
- decision analysis
- financial data
- financial time series
- decision aid
- financial information
- expected utility
- stock index futures
- financial news
- investment strategies
- stock returns
- long term
- preference model
- garch model
- decision making under uncertainty
- risk averse
- transaction costs
- market data
- real option
- portfolio optimization
- multiple criteria