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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Bibliographic Details
Main Author: Barbosa, Rui Pedro (author)
Other Authors: Belo, Orlando (author)
Format: conferencePaper
Language:eng
Published: 2010
Subjects:
Online Access:http://hdl.handle.net/1822/54520
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/54520