NDLI: Portfolio management using cyberagents

Content Provider	IEEE Xplore Digital Library
Author	Krishna, V. Ramesh, V.
Copyright Year	1998
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Illinois Inst. of Technol., Chicago, IL, USA (Krishna, V.)
Abstract	We present an Internet based multi-agent system for portfolio management. This system is designed to assist investment banking firms in serving small investors. In particular, we target mutual fund supermarkets which are essentially funds of funds. There are two types of agents: banker agents and investor agents. Banker agents assist mutual fund managers in devising a global efficient frontier from the individual risk-return characteristics of each of the funds from which a portfolio can be constructed. Each point on this efficient frontier constitutes a particular allocation of resources (i.e. a particular portfolio) among the funds. Investor agents offer personalized advice to each individual investor regarding the choice of a portfolio. Each investor agent gradually learns factors peculiar to the individual served; examples of such factors are risk tolerance, age, income, net worth and investment duration. The banker and investor agents (all implemented in Java) interact with each other over the Internet thereby allowing the investment firm to serve a large number of individual investors with minimal overhead. The various investor agents also learn from each other by swapping experiences in specially designed "forums" hosted by the concerned bank.
Starting Page	4860
Ending Page	4865
File Size	1038415
Page Count	6
File Format	PDF
ISBN	0780347781
ISSN	1062922X
DOI	10.1109/ICSMC.1998.727622
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1998-10-14
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Portfolios Investments Banking Intelligent agent Employee welfare Mutual funds Risk management Stock markets Software agents Virtual colonoscopy
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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