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...

ver descrição completa

Detalhes bibliográficos
Autor principal: Barbosa, Rui Pedro (author)
Outros Autores: Belo, Orlando (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2010
Assuntos:
Texto completo:http://hdl.handle.net/1822/54520
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/54520