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Polish Information Processing Society
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Annals of Computer Science and Information Systems, Volume 5

Proceedings of the 2015 Federated Conference on Computer Science and Information Systems

Fuzzy logic in the multi-agent financial decision support system

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DOI: http://dx.doi.org/10.15439/2015F155

Citation: Proceedings of the 2015 Federated Conference on Computer Science and Information Systems, M. Ganzha, L. Maciaszek, M. Paprzycki (eds). ACSIS, Vol. 5, pages 13671376 ()

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Abstract. The article presents the application of a fuzzy logic in building the trading agents of the a-Trader system. The system supports investment decisions on the FOREX market. The first part of the article contains a discussion related to the use of fuzzy logic as an agents' knowledge representation. Next, the algorithms of the selected fuzzy logic buy-sell decision agents are presented. In the last part of the article the agent performance is evaluated on real FOREX data