Fundamental analysis in the multi-agent trading system

The paper presents issues related to developing methods for fundamental analysis used to expand capabilities of multi-agent trading system, to better predict the financial market. The fundamental analysis indicators can be used as confirmation of decisions generated by other strategies of the system. The first part of the article discusses briefly the fundamental analysis issues in relation to the online trading on FOREX market. The statistical analysis of correlations of the different time series indicators and algorithms of fundamental analysis agents are examined. The final part discusses the results of the performance evaluation of selected investment strategies, including fundamental-based agents.

• Publication year

  2016

• Venue

  Conference on Computer Science and Information Systems

• Publication date

  2016-10-02

• Fields of study

  Business, Economics, Computer Science

• Identifiers
  DOI 10.15439/2016F238
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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