Knowledge-driven Autonomous Commodity Trading Advisor

• Main Authors: LIM, Yee Pin, CHENG, Shih-Fen
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2012
• Subjects: autonomous trading; commodity trading; switching Kalman filter; Artificial Intelligence and Robotics; Finance and Financial Management; Operations Research, Systems Engineering and Industrial Engineering
• Online Access: https://ink.library.smu.edu.sg/sis_research/1664; https://ink.library.smu.edu.sg/context/sis_research/article/2663/viewcontent/sky_commodity_iat12_final.pdf
• Institution: Singapore Management University

The myth that financial trading is an art has been mostly destroyed in the recent decade due to the proliferation of algorithmic trading. In equity markets, algorithmic trading has already bypass human traders in terms of traded volume. This trend seems to be irreversible, and other asset classes ar...