Abstract
The paper presents the application of a fuzzy logic in building the trading agents of the A-Trader system. A-Trader is a multi-agent system that supports investment decisions on the FOREX market. The first part of the article contains a discussion related to the use of fuzzy logic as representation of an agent’s knowledge. Next, the algorithms of the selected fuzzy logic buy-sell decision agents are presented. In the last part of the article the agent performance is evaluated on real FOREX data.
Author supplied keywords
Cite
CITATION STYLE
Korczak, J., Hernes, M., & Bac, M. (2016). Fuzzy logic as agents’ knowledge representation in A-trader system. In Lecture Notes in Business Information Processing (Vol. 243, pp. 109–124). Springer Verlag. https://doi.org/10.1007/978-3-319-30528-8_7
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
