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

2003 Congress on Evolutionary Computation, CEC 2003 - Proceedings

Volumn 3, Issue , 2003, Pages 1695-1701

  Hryshko, A ^a   Downs, T ^a  

^a UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; GENETIC ALGORITHMS;

FOREIGN EXCHANGE MARKETS; FOREIGN EXCHANGE TRADING; RANDOM PARAMETERS; TRADING STRATEGIES; TRADING SYSTEMS;

COMMERCE;

EID: 11344289701     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2003.1299877     Document Type: Conference Paper

References (6)

1. E. Carew and W. Slatyer "Forex : The techniques of foreign exchange", Publisher Sydney : Allen & Unwin, 1989.
2. J. Murphy "Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications", Prentice Hall Press, 1999.
3. E. Derman "The perception of time, risk and return during periods of speculation", Quantitative-Finance. Aug. 2002: 2(4): 282-96.
4. M. Dempster and C. Jones "A real-time adaptive trading system using genetic programming", Quantitative Finance 1 (2001) 397-413.
5. D. Bertsekas and J. Tsitsiklis "Neuro-Dynamic Programming", Belmont, Mass. Athena Scientific. 1996.
6. J. Moody and M. Saffell "Learning to Trade via Direct Reinforcement", IEEE Transactions on Neural Networks, Vol 12, No 4, July 2001.