Agent services-based infrastructure for online assessment of trading strategies

Cao, L; Wang, J; Li, L; Zhang, C

Agent services-based infrastructure for online assessment of trading strategies

Cao, L

Wang, J Li, L Zhang, C

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Publication Type:: Conference Proceeding
Citation:: Proceedings - IEEE/WIC/ACM International Conference on Intelligent Agent Technology. IAT 2004, 2004, pp. 345 - 348
Issue Date:: 2004-12-01

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Field	Value	Language
dc.contributor.author	Cao, L https://orcid.org/0000-0003-1562-9429	en_US
dc.contributor.author	Wang, J	en_US
dc.contributor.author	Li, L	en_US
dc.contributor.author	Zhang, C https://orcid.org/0000-0001-5715-7154	en_US
dc.date.issued	2004-12-01	en_US
dc.identifier.citation	Proceedings - IEEE/WIC/ACM International Conference on Intelligent Agent Technology. IAT 2004, 2004, pp. 345 - 348	en_US
dc.identifier.isbn	0769521010	en_US
dc.identifier.uri	http://hdl.handle.net/10453/2536
dc.description.abstract	Traders and researchers in stock marketing often hold some private trading strategies. Evaluation and optimization of their strategies is a great benefit to them before they take any risk in realistic trading. We build an agent services-driven infrastructure; F-TRADE. It supports online plug in, iterative back-test, and recommendation of trading strategies. In this paper, we propose agent services-driven approach for building the above automated enterprise infrastructure. Description, directory and mediation of agent services are discussed. System structure of the agent services-based F-TRADE is also discussed. F-TRADE has been a online test platform for research and application of multi-agent technology, and data mining in stock markets. © 2004 IEEE.	en_US
dc.relation.ispartof	Proceedings - IEEE/WIC/ACM International Conference on Intelligent Agent Technology. IAT 2004	en_US
dc.title	Agent services-based infrastructure for online assessment of trading strategies	en_US
dc.type	Conference Proceeding
utslib.for	0801 Artificial Intelligence and Image Processing	en_US
dc.location.activity	Beijing, China	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/DVC (International)
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Strength - AAI - Advanced Analytics Institute Research Centre
pubs.organisational-group	/University of Technology Sydney/Strength - ACRI - Australia China Relations Institute
pubs.organisational-group	/University of Technology Sydney/Strength - CAI - Centre for Artificial Intelligence
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

Abstract:

Traders and researchers in stock marketing often hold some private trading strategies. Evaluation and optimization of their strategies is a great benefit to them before they take any risk in realistic trading. We build an agent services-driven infrastructure; F-TRADE. It supports online plug in, iterative back-test, and recommendation of trading strategies. In this paper, we propose agent services-driven approach for building the above automated enterprise infrastructure. Description, directory and mediation of agent services are discussed. System structure of the agent services-based F-TRADE is also discussed. F-TRADE has been a online test platform for research and application of multi-agent technology, and data mining in stock markets. © 2004 IEEE.

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http://hdl.handle.net/10453/2536