Multi-agent Based Analysis of Financial Data

  • Tomáš Tokár
  • Denis Horváth
  • Michal Hnatič
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7125)


In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents – by the prediction time scale diversified trend followers, has been studied for the stochastic time-varying environments represented by the real currency-exchange time series. The time varying population and its statistical characteristics have been analyzed in the non-interacting and interacting cases. The outputs of our analysis are presented in the form of the mean life-times, mean utilities and corresponding distributions. They show that populations are susceptible to the strength and form of inter-agent interaction. We believe that our results will be useful for the development of the robust adaptive prediction systems.


agent-based system time-series data processing currencies 


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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Tomáš Tokár
    • 1
  • Denis Horváth
    • 1
  • Michal Hnatič
    • 2
  1. 1.SORS Research a.s.KošiceSlovakia
  2. 2.Pavol Jozef Šafárik UniversityKošiceSlovakia

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