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Fuzzy Logic as Agents’ Knowledge Representation in A-Trader System

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Information Technology for Management

Part of the book series: Lecture Notes in Business Information Processing ((LNBIP,volume 243))

Abstract

The paper presents the application of a fuzzy logic in building the trading agents of the A-Trader system. A-Trader is a multi-agent system that supports investment decisions on the FOREX market. The first part of the article contains a discussion related to the use of fuzzy logic as representation of an agent’s knowledge. 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.

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Author information

Authors and Affiliations

  1. Wrocław University of Economics, Komandorska 118/120, 53-345, Wrocław, Poland

    Jerzy Korczak, Marcin Hernes & Maciej Bac

Authors
  1. Jerzy Korczak
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  2. Marcin Hernes
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  3. Maciej Bac
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Corresponding author

Correspondence to Jerzy Korczak .

Editor information

Editors and Affiliations

  1. Faculty of Finance and Insurance, University of Economics in Katowice, Katowice, Poland

    Ewa Ziemba

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Korczak, J., Hernes, M., Bac, M. (2016). Fuzzy Logic as Agents’ Knowledge Representation in A-Trader System. In: Ziemba, E. (eds) Information Technology for Management. Lecture Notes in Business Information Processing, vol 243. Springer, Cham. https://doi.org/10.1007/978-3-319-30528-8_7

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  • DOI: https://doi.org/10.1007/978-3-319-30528-8_7

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-30527-1

  • Online ISBN: 978-3-319-30528-8

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