Prediction scheme of stock price using multi- agent system
نویسنده
چکیده
This paper describes the prediction scheme of stock price by using multiagent systems. Agents predict the stock price according to their strategies which is defined from technical and fundamental parameters such as some index related to the stock price, the currency exchange rate of the Japanese Yen (JPY) against the US Dollar and so on. Agents are randomly generated to construct population and then, their strategies are improved by genetic algorithm. Finally, the strategy is employed for predicting the real stock price.
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