A machine learning approach to intraday trading on foreign exchange markets


Autoria(s): Hryshko, Andrei; Downs, Tom
Contribuinte(s)

M. Gallagher

J. Hogan

F. Maire

Data(s)

01/01/2005

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 will be very helpful. In this paper we try to create such a system using Machine learning approach to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.

Identificador

http://espace.library.uq.edu.au/view/UQ:102954

Idioma(s)

eng

Publicador

Springer

Palavras-Chave #E1 #340401 Economic Models and Forecasting #720103 Exchange rates
Tipo

Conference Paper