Optimization of the trading rule in foreign exchange using genetic algorithms

Proceedings of the IASTED International Conference on Advances in Computer Science and Engineering, ACSE 2009

Volumn , Issue , 2009, Pages 32-37

  Hirabayashi, Akinori ^a   Aranha, Claus ^a   Iba, Hitoshi ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Computational intelligence; Finance; Genetic Algorithms (GA); Optimization; Technical analysis

Indexed keywords

COMPUTATIONAL INTELLIGENCE; FOREIGN EXCHANGE; MACHINE-LEARNING; MARKET BEHAVIOR; TECHNICAL ANALYSIS; TRADING RULES; WORK FOCUS;

ARTIFICIAL INTELLIGENCE; COMMERCE; COMPUTER SCIENCE; ECONOMICS; OPTIMIZATION; PROFITABILITY; WIRELESS TELECOMMUNICATION SYSTEMS;

GENETIC ALGORITHMS;

EID: 74549125404     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (6)

1. Shuo Yao, Michel Pasquier, Chai Quek, A Foreign Exchange Portfolio Management Mechanism Based on Fuzzy Neural Networks. IEEE Congress on Evolutionary Computation 2007, pp.2576-2583, 2007.
2. Bentley College, Technical Analysis 1 (Hughey Center for Financial Serivices, 2002).
3. Shu-Heng Chen, Genetic Algorithms and Genetic Programming in Computational Finance (Kluwer Academic Publishers, 2002).
4. Kiyoshi Izumi, Kazuhiro Ueda, Analysis of Exchange Rate Scenarios Using an Artificial Market Approach. IPSJ SIG Notes.ICS, vol.2000, No.3, pp. 9-16, 2000
5. David de la Fuente, Alejandro Garrido, Jaime Laviada, Alberto Gomez, Genetic Algorithms to Optimize the Time to Make Stock Market Investment. GECCO 2006, Vol.2, pp.1857-1858, 2006
6. Cyril Schoreels, Brian Logan, Jonathan M.Garibaldi, "Agent based Genetic Algorithm Employing Financial Technical Analysis for Making Trading Decisions Using Historical Equity Market Data", IAT04, 2004