摘要
分析了投资组合管理过程,针对大规模投资组合管理的需求,提出了一个基于M u lti-A gen t的投资组合管理系统(M A S-PM S)的体系框架,并对该系统的功能进行了功能设计。在此基础上,详细讨论了该系统的过程分解和任务分配,还分析了该系统中A gen t间的交互过程。最后给出了一些结论,并提出了要进一步进行的工作。
A portfolio management process is firstly analyzed. Then, according to the large-scale portfolio need, portfolio management system based on multi-agent system (MAS-PMS) is put forward, and the major function of the portfolio management system is designed. Furthurly the process decomposition and distribution of the system, and the interactive process among agents are discussed. Finally, conclusions and the future job are presented.
出处
《武汉理工大学学报(信息与管理工程版)》
CAS
2005年第6期65-68,77,共5页
Journal of Wuhan University of Technology:Information & Management Engineering
基金
国家自然科学基金资助项目(7027033)