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The paper presents aspects related to developing methods for financial time series forecasting using deep learning in relation to multi-agent stock trading system, called A-Trader. On the basis of this model, an investment strategies in A-Trader system can be build. The first part of the paper briefly discusses a problem of financial time series on FOREX market. Classical neural networks and deep learning models are outlined, their performances are analyzed. The final part presents deploymentdoi:10.15439/2017f449 dblp:conf/fedcsis/KorczakH17 fatcat:umga7i5fq5ax7ejx77c3ahrkja