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Market maker and MAS

Author

Listed:
  • Adrian Victor Săndiță

    (University of Craiova, Romania)

  • Constantin Durac

    (University of Craiova, Romania)

Abstract

In the last years, the research of multiagent systems for knowledge and information management has known a significant development. The interest for multiagent systems is in continuous growth due to the multitude of benefits associated with using these. The development of the architectures of mutiagents systems which facilitate information management, is an important direction in nowadays research. This paper presents the implementation of a multiagent system designed to perform the specific activities of a market maker in the Bucharest Stock Exchange. The system works in real time without an intervention from the operator and allows the insertion in the real market and/or the automatic cancelation of buy orders and stock exchange. The agents can be installed in one or more work stations and communicate through TCP/IP and UDP.

Suggested Citation

  • Adrian Victor Săndiță & Constantin Durac, 2015. "Market maker and MAS," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 15(1), pages 287-294.
    • Handle: RePEc:pet:annals:v:15:y:2015:i:1:p:287-294
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    More about this item

    Keywords

    Multi-agent Systems; Information Management; Automatic Transactions; Bucharest Stock Exchange;
    All these keywords.

    JEL classification:

    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Microeconomic Data; Data Access

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