Application of the consensus method in a multiagent financial decision support system

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• 作者：Marcin Hernes ; Jadwiga Sobieska-Karpińska
• 关键词：Financial decisions ; Decision support systems ; Multiagent systems ; Consensus method
• 刊名：Information Systems and E-Business Management
• 出版年：2016
• 出版时间：February 2016
• 年：2016
• 卷：14
• 期：1
• 页码：167-185
• 全文大小：1,134 KB
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• 作者单位：Marcin Hernes (1)
  Jadwiga Sobieska-Karpińska (2)
  
  1. Department of Economic Informatics, Wrocław University of Economics, ul. Komandorska 118/120, 53-345, Wrocław, Poland
  2. Department of Economic Sciences, The Witelon State University of Applied Sciences in Legnica, ul. Sejmowa 5A, 59-220, Legnica, Poland
  
• 刊物类别：Business and Economics
• 刊物主题：Economics
  Business Information Systems
  Information Systems Applications and The Internet
  Management
  
• 出版者：Springer Berlin / Heidelberg
• ISSN：1617-9854

文摘

Financial decisions are supported by different methods, based mainly on statistics, mathematics, behaviorism, artificial intelligence or experts’ opinion sentiment analysis. The main problem is that under conditions of risk and uncertainty predicting financial markets can be very difficult. This paper presents an approach to investment strategy design for a multiagent system which supports investment decisions on the stock market. Individual components and functionalities of the multiagent financial decision support system method have been briefly described. On the basis of decisions generated by agents, the Supervisor Agent uses a consensus method to generate a satisfactory rate of return and reduce the level of risk associated with investing in a financial instrument. Verification of the effectiveness of the strategy has been conducted using investments on the Warsaw Stock Exchange. Keywords Financial decisions Decision support systems Multiagent systems Consensus method