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
相关论文
共 50 条
  • [41] Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms
    Karathanasopoulos, Andreas
    Sermpinis, Georgios
    Laws, Jason
    Dunis, Christian
    JOURNAL OF FORECASTING, 2014, 33 (08) : 596 - 610
  • [42] Generating Moving Average Trading Rules on the Oil Futures Market with Genetic Algorithms
    Wang, Lijun
    An, Haizhong
    Xia, Xiaohua
    Liu, Xiaojia
    Sun, Xiaoqi
    Huang, Xuan
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2014, 2014
  • [43] A Hybrid Optimization Technique Using Exchange Market and Genetic Algorithms
    Jafari, Amirreza
    Khalili, Tohid
    Babaei, Ebrahim
    Bidram, Ali
    IEEE ACCESS, 2020, 8 : 2417 - 2427
  • [44] The foreign exchange market
    Cross, Ira B.
    AMERICAN ECONOMIC REVIEW, 1926, 16 (02): : 340 - 341
  • [45] The Foreign Exchange Market
    Gregory, T. E.
    ECONOMIC JOURNAL, 1926, 34 (143): : 470 - 472
  • [46] Currency at the Speed of Light: Suitability of the Foreign Exchange Market for High-Frequency Trading
    Mangram, Myles E.
    JOURNAL OF TRADING, 2012, 7 (03): : 76 - 84
  • [47] Foreign exchange market efficiency and profitability of trading rules: Evidence from a developing country
    Katusiime, Lorna
    Shamsuddin, Abul
    Agbola, Frank W.
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 35 : 315 - 332
  • [48] Is the Renminbi a Global Currency? An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns
    Cheng Lian
    Luo Junru
    Liu Lin
    SOCIAL SCIENCES IN CHINA, 2022, 43 (02) : 144 - 160
  • [49] Using a principal component analysis for multi-currencies-trading in the foreign exchange market
    Byun, Hyun Woo
    Baek, Seungho
    Ahn, Jae Joon
    Oh, Kyong Joo
    Kim, Tae Yoon
    INTELLIGENT DATA ANALYSIS, 2015, 19 (03) : 683 - 697
  • [50] Is the Renminbi a Global Currency?An Evaluation Based on Offshore Foreign Exchange Market Trading Patterns
    Cheng Lian
    Luo Junru
    Liu Lin
    Social Sciences in China, 2022, 43 (02) : 144 - 160
12345