An implementation of genetic algorithms as a basis for a trading system on the foreign exchange market

被引：0
|
作者：
Hryshko, A [1 ]
Downs, T [1 ]
机构：
[1] Univ Queensland, Sch Informat Technol & Elect Engn, Brisbane, Qld 4072, Australia
来源：
CEC: 2003 CONGRESS ON EVOLUTIONARY COMPUTATION, VOLS 1-4, PROCEEDINGS | 2003年
关键词：
D O I：
暂无
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
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 with a Genetic Algorithm engine to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.
引用
收藏
页码：1695 / 1701
页数：7
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