Intelligent Information Management

Volume 6, Issue 2 (March 2014)

ISSN Print: 2160-5912   ISSN Online: 2160-5920

Google-based Impact Factor: 1.6  Citations  

Evolutionary Algorithm Based Approach for Modeling Autonomously Trading Agents

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DOI: 10.4236/iim.2014.62007    3,830 Downloads   5,927 Views  Citations

ABSTRACT

The autonomously trading agents described in this paper produce a decision to act such as: buy, sell or hold, based on the input data. In this work, we have simulated autonomously trading agents using the Echo State Network (ESNs) model. We generate a collection of trading agents that use different trading strategies using Evolutionary Programming (EP). The agents are tested on EUR/ USD real market data. The main goal of this study is to test the overall performance of this collection of agents when they are active simultaneously. Simulation results show that using different agents concurrently outperform a single agent acting alone.

Share and Cite:

Yaman, A. , Lucci, S. and Gertner, I. (2014) Evolutionary Algorithm Based Approach for Modeling Autonomously Trading Agents. Intelligent Information Management, 6, 45-54. doi: 10.4236/iim.2014.62007.

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