Performance evaluation of decision-making agents’ in the multi-agent system
Jerzy Korczak, Marcin Hernes, Maciej Bac
DOI: http://dx.doi.org/10.15439/2014F188
Citation: Proceedings of the 2014 Federated Conference on Computer Science and Information Systems, M. Ganzha, L. Maciaszek, M. Paprzycki (eds). ACSIS, Vol. 2, pages 1171–1180 (2014)
Abstract. 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. The first part of article contains a description of a a-Trader system. Next, the algorithms of the selected buy-sell decision agents is presented. In the last part of article the evaluation function of agents' performance is detailed, and the approach to performance analysis is proposed and illustrated