期刊名称：Journal of Theoretical and Applied Computer Science
印刷版ISSN：2299-2634
电子版ISSN：2300-5653
出版年度：2015
卷号：9
期号：1
页码：17-26
出版社：Polska Akademia Nauk * Oddzial w Gdansku, Komisja Informatyki,Polish Academy of Sciences, Gdansk Branch, Computer Science Commission
摘要：Many studies have demonstrated that agent-based distributed computing improves quality of distributed computations. In this paper, self-aware software agents are used to manage the distributed computations in order to improve effectiveness of investment decisions. A distributed time series forecasting approach based on the modified Group Method Data Handling (GMDH) method and agent oriented programing is proposed. The forecasted re-sults computed by agents are used to make an investment decision. To assess the effective-ness of the system, we used the time series of EUR/USD currency pair stock prices. The em-pirical results with a real data set clearly suggest that the system can be deployed on the trading platform to automate process of the prediction of financial markets.
关键词：time series prediction; GMDH; stock market forecasting; multiagent system; distributed system
