WARREN: Intelligent Agents for Financial Portfolio Management
To evaluate our domain independent agent control, organization,
coordination and architectural schemes, we have chosen financial
portfolio management as a task domain. This is the task of providing
an integrated financial picture for managing an investment portfolio
over time, using the information resources already available over the
Internet. This task environment has many interesting features,
including:
- the enormous amount of continually changing, and generally
unorganized, information available
- the variety of kinds of information that can and should be
brought to bear on the task (market data, financial report data,
technical models, analysts' reports, breaking news, etc.)
- the many sources of uncertainty and dynamic change in the
environment
- information timeliness and criticality features that present the
agents with hard and soft real-time deadlines for certain tasks
- resource and cost constraints---not all data are available for free
- relatively well-structured evaluation criteria and experimentally
verifiable testbed where decisions supported by the system can be
evaluated using real world data and feedback
To CMU Intelligent Software Agents Homepage
Robotics Institute
Carnegie Mellon University
Pittsburgh, PA, 15213
Dated: June 30 1996
Updated: February 27 1997
pleiades@cs.cmu.edu