An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market
Contribuinte(s) |
R. Sarker R. Reynolds H. Abbass et al. |
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Data(s) |
01/01/2003
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Resumo |
Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process is very helpful. In this paper, we try to create such a system with a genetic algorithm engine to emulate trader behaviour on the foreign exchange market and to find the most profitable trading strategy. |
Identificador | |
Idioma(s) |
eng |
Publicador |
The Institute of Electrical and Electronics Engineers |
Palavras-Chave | #Foreign exchange trading #Genetic algorithms #Learning (artificial intelligence) #Statistical analysis #E1 #280212 Neural Networks, Genetic Alogrithms and Fuzzy Logic #780101 Mathematical sciences |
Tipo |
Conference Paper |