Automated Futures Trading - Environment Effect on the Decision Making
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62690094%3A18450%2F09%3A00002557" target="_blank" >RIV/62690094:18450/09:00002557 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Automated Futures Trading - Environment Effect on the Decision Making
Original language description
In this paper, automated trading systems for futures trading will be viewed from the perspective of software agents. The market environment plays an essential role in decision making process of such agents. Decisions and capabilities of such systems areheavily dependent on trading account size. Key factors affecting the account size will be described in this text. There are typical limitations to decision making in automated trading systems, e.g. in the form of money management (risk management) rules.These limitations will be discussed in context of environment perception and interaction. We will be focused mainly on trading with futures and commodities, but most principles are applicable to other, similar, domains as well, e.g. stock market trading.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA402%2F09%2F0662" target="_blank" >GA402/09/0662: Decision making processes in autonomous systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
ACS 09 : proceeding of the 9th WSEAS international conference on applied computer science
ISBN
978-960-474-127-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
World scientific and engineering academy and society
Place of publication
Athens
Event location
Janov, Itálie
Event date
Oct 17, 2009
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000276398000010