A diversified investment strategy using autonomous agents
In a previously published article, we presented an architecture for implementing agents with the ability to trade autonomously in the Forex market. At the core of this architecture is an ensemble of classification and regression models that is used to predict the direction of the price of a currency...
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Format: | conferencePaper |
Language: | eng |
Published: |
2010
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Online Access: | http://hdl.handle.net/1822/54520 |
Country: | Portugal |
Oai: | oai:repositorium.sdum.uminho.pt:1822/54520 |