An architecture for automated asset management based on competitive agents. / Uma arquitetura para administração automatizada de ativos baseada em agentes competitivos.

AUTOR(ES)
DATA DE PUBLICAÇÃO

2009

RESUMO

In order to solve complex problems using several autonomous agents it is necessary that these agents present negotiation skills and share some common goals to make cooperation attractive. On the other hand, competition among agents may bring some social benefits, since the most effective agents can be identified and more resources could be associated to them, thus contributing better to the whole society. According to this idea, this work presents a multiagent architecture that tries to explore competition among agents with commons goals, as a way to achieve better social results. The architecture was named COAST and it was designed to manage assets in an autonomous way. COAST is able to manage assets using an explicit investor profile model that is also proposed in this work. COAST architecture tries not only to maximize profits but also an effective risk and return control, according to an investor profile. A financial market simulation tool, called AgEx, was also implemented. This tool may facilitate the development of agents to automated asset management and simulate their acting in stock markets was also developed. We have performed many simulated experiments to validate COAST and the obtained results show that the use of COAST architecture in this domain is quite effective.

ASSUNTO(S)

teoria de finanças finance theory multiagent systems sistemas multiagentes

ACESSO AO ARTIGO

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