PROTRADER: An Expert System for Program Trading

Recently, program trading has allowed arbitrageurs to take advantage of the discrepancies in the futures market and the stock market. The key that enables program trading is computer technology. This article presents the design of PROTRADER ‐ an expert system prototype for program trading implemented in M.1. In particular, a learning mech‐anism that allows the system to adapt to the changes in the market is presented.

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Year of publication:	1989
Authors:	Chen, K.C. ; Liang, Ting‐peng
Published in:	Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 15.1989, 5, p. 1-6
Publisher:	MCB UP Ltd

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Type of publication:	Article
Type of publication (narrower categories):	review-article
Language:	English
Other identifiers:	10.1108/eb013623 [DOI]
Source:	Other ZBW resources

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