Fuzzy Logic as Agents' Knowledge Representation in A-Trader System

The paper presents the application of a fuzzy logic in building the trading agents of the A-Trader system. A-Trader is a multi-agent system that supports investment decisions on the FOREX market. The first part of the article contains a discussion related to the use of fuzzy logic as representation of an agent’s knowledge. Next, the algorithms of the selected fuzzy logic buy-sell decision agents are presented. In the last part of the article the agent performance is evaluated on real FOREX data.

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