Design and implementation of a multiagent stock trading system

Kardaş, Geylani; Challenger, Moharram; Yildirim, Suleyman; Yamuc, Ali

doi:10.1002/spe.1137

Cited by 17 publications

(9 citation statements)

References 17 publications

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“…Ang and Quek (2006) Rule-based NFIS Stocks Dempster and Leemans (2006) RL Forex Chavarnakul and Enke (2008) ANN Equity indices Li and Kuo (2008) SOM Equity indices Dymova, Sevastianov, and Bartosiewicz (2010) Fuzzy logic, DST Stocks Gorgulho, Neves, and Horta (2011) GA Portfolios Kardas, Challenger, Yildirim, and Yamuc (2011) Multi (features) representing the risk level of the loan or the borrower. The output of a model fitted on such data is usually expressed in the form of a risk score, which can be associated with a PD estimate and a risk rating.…”

Section: Study Methodology Assetmentioning

confidence: 99%

Computational approaches and data analytics in financial services: A literature review

Andriosopoulos

Doumpos

Pardalos

et al. 2019

Journal of the Operational Research Society

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The level of modeling sophistication in financial services has increased considerably over the years. Nowadays, the complexity of financial problems and the vast amount of data require an engineering approach based on analytical modeling tools for planning, decision making, reporting, and supervisory control. This article provides an overview of the main financial applications of computational and data analytics approaches, focusing on the coverage of the recent developments and trends. The overview covers different methodological tools and their uses in areas, such as portfolio management, credit analysis, banking, and insurance.

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Section: Study Methodology Assetmentioning

confidence: 99%

Computational approaches and data analytics in financial services: A literature review

Andriosopoulos

Doumpos

Pardalos

et al. 2019

Journal of the Operational Research Society

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“…For instance, Investor Agents can cooperate with Brokers to exchange stock for which Brokers are expert. More information on developing such stock trading agents can be found in [62].…”

Section: Agent-based Stock Exchange Systemsmentioning

confidence: 99%

Supporting the platform extensibility for the model-driven development of agent systems by the interoperability between domain-specific modeling languages of multi-agent systems

2017

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The conventional approach currently followed in the development of domain-specific modeling languages (DSMLs) for multi-agent systems (MASs) requires the definition and implementation of new model-to-model and model-totext transformations from scratch in order to make the DSMLs functional for each different agent execution platforms. In this paper, we present an alternative approach which considers the construction of the interoperability between MAS DSMLs for a more efficient way of platform support extension. The feasibility of using this new interoperability approach instead of the conventional approach is exhibited by discussing and evaluating the model-driven engineering required for the application of both approaches. Use of the approaches is also exemplified with a case study which covers the model-driven development of an agent-based stock exchange system. In comparison to the conventional approach, evaluation results show that the interoperability approach requires both less development time and effort considering design and implementation of all required transformations.

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“…For instance, Investor Agents can cooperate with Brokers to exchange stock for which Brokers are expert. More information on developing such stock trading agents can be found in [29].…”

Section: Proceedings Of the Fedcsis Gdańsk 2016mentioning

confidence: 99%

Interoperability of MAS DSMLs via horizontal model transformations

Bircan¹,

Challenger²,

Kardaş³

2016

Annals of Computer Science and Information Systems

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Abstract-In this paper, we present our approach which aims at improving the mechanism of constructing language semantics over the interoperability of domain-specific modeling languages (DSMLs) developed for Multi-agent Systems (MAS) and hence providing a more efficient way of extension for the executability of modeled agent systems on various underlying agent platforms. Differentiating from the existing MAS DSML studies, our proposal is based on determining entity mappings and building horizontal model transformations between the metamodels of MAS DSMLs which are in the same abstraction level. The applicability of the approach is demonstrated in the paper by constructing horizontal transformations between two full-fledged agent DSMLs, called SEA_ML and DSML4MAS. Use of these transformations has enabled SEA_ML instance models now to be executable on new agent platforms and that feature has been provided with less effort comparing with the implementation of needed transformations between SEA_ML and those new agent platforms from scratch.

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Design and implementation of a multiagent stock trading system

Cited by 17 publications

References 17 publications

Computational approaches and data analytics in financial services: A literature review

Computational approaches and data analytics in financial services: A literature review

Supporting the platform extensibility for the model-driven development of agent systems by the interoperability between domain-specific modeling languages of multi-agent systems

Interoperability of MAS DSMLs via horizontal model transformations

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