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Evolutionary Algorithm Based Approach For Modeling Autonomously Trading Agents, Anil Yaman, Stephen Lucci, Izidor Gertner
Evolutionary Algorithm Based Approach For Modeling Autonomously Trading Agents, Anil Yaman, Stephen Lucci, Izidor Gertner
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The autonomously trading agents described in this paper produce a decision to act such as: buy, sell or hold, based on the input data. In this work, we have simulated autonomously trading agents using the Echo State Network (ESNs) model. We generate a collection of trading agents that use different trading strategies using Evolutionary Programming (EP). The agents are tested on EUR/ USD real market data. The main goal of this study is to test the overall performance of this collection of agents when they are active simultaneously. Simulation results show that using different agents concurrently outperform a single agent …