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Collective Intelligence Supporting Trading Decisions on FOREX Market

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Computational Collective Intelligence (ICCCI 2017)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 10448))

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Abstract

The aim of the paper is to present an approach to support decision-making on financial markets using an idea of collective intelligence implemented as a multi-agent system, called A-Trader. A-Trader is integrated with the Meta Trader system which provides online data, including ticks of any securities, goods or currency pairs. Many of the implemented agents apply AI methods, communicate their trading advices to the supervisor that integrates all information and suggests the trading decision. The first part of the paper presents the architecture and functionalities of A-Trader. The structure and functionality of the agents and approach to the building of the trading strategies are detailed. The last section describes the results of the performance evaluation of selected trading strategies on FOREX.

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Authors and Affiliations

  1. Wrocław University of Economics, Wrocław, Poland

    Jerzy Korczak, Marcin Hernes & Maciej Bac

Authors
  1. Jerzy Korczak
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  2. Marcin Hernes
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  3. Maciej Bac
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Corresponding author

Correspondence to Marcin Hernes .

Editor information

Editors and Affiliations

  1. Department of Information Systems, Faculty of Computer Science and Management , Wrocław University of Science and Technology, Wrocław, Poland

    Ngoc Thanh Nguyen

  2. Department of Computer Science, University of Cyprus, Nicosia, Cyprus

    George A. Papadopoulos

  3. Department of Information Systems, Gdynia Maritime University, Gdynia, Poland

    Piotr Jędrzejowicz

  4. Department of Information Systems, Faculty of Computer Science and Management, Wrocław University of Science and Technology, Wrocław, Poland

    Bogdan Trawiński

  5. Department of Information Systems, University of Münster, Münster, Germany

    Gottfried Vossen

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Korczak, J., Hernes, M., Bac, M. (2017). Collective Intelligence Supporting Trading Decisions on FOREX Market. In: Nguyen, N., Papadopoulos, G., Jędrzejowicz, P., Trawiński, B., Vossen, G. (eds) Computational Collective Intelligence. ICCCI 2017. Lecture Notes in Computer Science(), vol 10448. Springer, Cham. https://doi.org/10.1007/978-3-319-67074-4_12

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  • DOI: https://doi.org/10.1007/978-3-319-67074-4_12

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-67073-7

  • Online ISBN: 978-3-319-67074-4

  • eBook Packages: Computer ScienceComputer Science (R0)

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