[PDF][PDF] Modelling the Dynamics of Regret Minimization in Large Agent Populations: a Master Equation Approach.

Z Wang, C Mu, S Hu, C Chu, X Li - IJCAI, 2022 - ijcai.org
Understanding the learning dynamics in multiagent systems is an important and challenging
task. Past research on multi-agent learning mostly focuses on two-agent settings. In this …

A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets

A Shavandi, M Khedmati - Expert Systems with Applications, 2022 - Elsevier
Algorithmic trading based on machine learning is a develo** and promising field of
research. Financial markets have a complex, uncertain, and dynamic nature, making them …

Deep learning for financial time series forecasting in a-trader system

J Korczak, M Hemes - 2017 Federated conference on computer …, 2017 - ieeexplore.ieee.org
The paper presents aspects related to develo** methods for financial time series
forecasting using deep learning in relation to multi-agent stock trading system, called A …

Take profit and stop loss trading strategies comparison in combination with an MACD trading system

D Vezeris, T Kyrgos, C Schinas - Journal of risk and financial …, 2018 - mdpi.com
A lot of strategies for Take Profit and Stop Loss functionalities have been propounded and
scrutinized over the years. In this paper, we examine various strategies added to a simple …

Data mining of building performance simulations comprising occupant behaviour modelling

Q Darakdjian, S Billé, C Inard - Advances in Building Energy …, 2019 - Taylor & Francis
Occupant behaviour is now widely recognized as a major factor in the disparity between
predicted and measured building performance. Stochastic models are a convenient way to …

Risk avoiding strategy in multi-agent trading system

J Korczak, M Hernes, M Bac - 2013 Federated Conference on …, 2013 - ieeexplore.ieee.org
The authors of this paper present an approach to trading strategy design for a multi-agent
system which supports investment decisions on the stock market. The individual …

Performance evaluation of decision-making agents' in the multi-agent system

J Korczak, M Hernes, M Bac - 2014 Federated Conference on …, 2014 - ieeexplore.ieee.org
The article presents the performance analysis issues of buy-sell decisions agents' in a-
Trader system. The system allows for supporting of investment decision on FOREX market …

Fundamental analysis in the multi-agent trading system

J Korczak, M Hernes, M Bac - 2016 federated conference on …, 2016 - ieeexplore.ieee.org
The paper presents issues related to develo** methods for fundamental analysis used to
expand capabilities of multi-agent trading system, to better predict the financial market. The …

Application of fuzzy logic in decision support system for analysis of condition enterprises

VV Tishkina, AN Pylkin… - 2018 International …, 2018 - ieeexplore.ieee.org
In modern economy, enterprises often have to make decisions in a risk environment.
Consequently, decision makers need to be cautious and at the same time be able to prevent …

Performance evaluation of trading strategies in multi-agent systems-case of a-trader

J Korczak, M Hernes - 2018 Federated conference on …, 2018 - ieeexplore.ieee.org
The article presents the problem related to evaluation of Forex trading strategies in multi-
agent systems. The ratios based on financial measures cannot be assumed to be only …