Autonomous trading is often seen as artificial intelligence applied to finance by AI researchers, but it may also be a way to motivate the development of autonomous agents, just like robot soccer competitions are used to motivate the research in mobile robots. In fact, some initiatives could be observed in recent years, for instance [1] and [2]. In this paper, we present a multiagent system composed by several autonomous analysts that use fundamentalist information in their reasoning process. These fundamentalist information are composed by company profit, dividends, data related to the company economic sector among others. This kind of information is rarely used on autonomous trading, because most of the agents deal only with technical information, which is composed by price and volume time series. Furthermore, we do not find a open source stock market simulator with support to fundamentalist trader agents. We then created a significantly extended version of the open source financial market simulation tool, called AgEx. This designed version provides also fundamentalist information about the trader's assets. As well as, makes more efficient the exchange of messages within AgEx. This efficiency allows traders that may submit orders in very short intervals of just some seconds or even some fraction of second, to use AgEx as a test platform. Using this new version of AgEx, we implemented and tested the multiagent system based on fundamentalist agents, that we call FAS. The achieved results are presented and analyzed.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.
customersupport@researchsolutions.com
10624 S. Eastern Ave., Ste. A-614
Henderson, NV 89052, USA
This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
Copyright © 2024 scite LLC. All rights reserved.
Made with 💙 for researchers
Part of the Research Solutions Family.