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Published in Tatikunta, R., Rahimi, S., Shrestha, P., & Bjursel, J. (2006). TrAgent: A multi-agent system for stock exchange. 2006 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology Workshops, 2006. WI-IAT 2006 Workshops, 505-509. doi: 10.1109/WI-IATW.2006.137 ©2006 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.

Abstract

TrAgent is a software-agent based model for a stock exchange such as the New York Stock Exchange and the procedure of trading securities on the trading floor. The model comprises the complete process from the initiation of a trading order until its execution. The software agent paradigm is the framework for implementing the proposed model. The properties of intelligent software agents meet the characteristics of the actors on the trading floor and provide capabilities for efficient distributed computing. Because of the space restriction, the main focus of this paper is on stock broker agent, one of the most important agents in TrAgent. Intelligence is provided to the stock broker agent in order to make reasoning and decisions on the profitability of a firm. This intelligence is provided using Fuzzy Expert System. The paper further discusses the design and development issues concerning different components of the model.

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