The Design of an Agent-Based System for Capital Markets

被引：0

作者：

Petrescu, Marius ^{[1
]}

Cuc, Madalina ^{[2
]}

Oncioiu, Ionica ^{[3
]}

Petrescu, Anca-Gabriela ^{[4
]}

Bilcan, Florentina-Raluca ^{[4
]}

Petrescu, Mihai ^{[4
]}

机构：

[1] Romanian Acad Scientists, 54 Independence Splendor, Bucharest 030167, Romania

[2] Mihai Viteazul Natl Intelligence Acad, Odaii 20-22, Bucharest 075100, Romania

[3] Titu Maiorescu Univ, 189 Calea Vacaresti St, Bucharest 040051, Romania

[4] Valahia Univ Targoviste, 2 Carol I Blvd, Targoviste 130024, Romania

来源：

STUDIES IN INFORMATICS AND CONTROL | 2020年 / 29卷 / 03期

关键词：

Artificial neural networks; Multi-agent systems; Transaction databases; Capital markets; Validation; NEURAL-NETWORK; ALGORITHM;

D O I：

10.24846/v29i3y202003

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The trading risk management implies analysing several types of risks: capital, market, liquidity, insolvency, business, credit, operational or financial risk. Trading models and techniques must be seen as tools that can provide an informed manager with useful insights, so they are indispensable in an increasingly integrated and sophisticated market. The main aim of this study is the conceptualization of a generic intelligent agent, based on a neural network and an agent system, applicable to a trading system of the listed companies. The results show that this model can contribute to reducing the transactional risk on the capital market and can offer solutions to improve the managerial decisions.

引用

页码：293 / 306

页数：14

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