메뉴 건너뛰기




Volumn , Issue , 2010, Pages 1140-1146

Interday foreign exchange trading using linear genetic programming

Author keywords

Computational finance; Foreign exchange markets; Linear genetic programming; Technical analysis

Indexed keywords

COMPUTATIONAL FINANCE; FITNESS FUNCTIONS; FOREIGN EXCHANGE; FOREIGN EXCHANGE MARKETS; FOREIGN EXCHANGE TRADING; FOREX TRADING; LINEAR GENETIC PROGRAMMING; TECHNICAL ANALYSIS; TRADING STRATEGIES;

EID: 77955895709     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/1830483.1830694     Document Type: Conference Paper
Times cited : (6)

References (16)
  • 4
    • 85008856928 scopus 로고    scopus 로고
    • A real-time adaptive trading system using genetic programming
    • M. A. H. Dempster andC. M. Jones. A real-time adaptive trading system using genetic programming. Quantitative Finance, 1:397-413, 2000.
    • (2000) Quantitative Finance , vol.1 , pp. 397-413
    • Dempster, M.A.H.1    Jones, C.M.2
  • 5
    • 0035391018 scopus 로고    scopus 로고
    • Computational learning techniques for intraday FX trading using popular technical indicators
    • July
    • M. A. H. Dempster, T. W. Payne, Y. Romahi, andG. W. P. Thompson. Computational learning techniques for intraday FX trading using popular technical indicators. IEEE Transactions on Neural Networks, 12(4):744-754, July 2001.
    • (2001) IEEE Transactions on Neural Networks , vol.12 , Issue.4 , pp. 744-754
    • Dempster, M.A.H.1    Payne, T.W.2    Romahi, Y.3    Thompson, G.W.P.4
  • 8
    • 72749118756 scopus 로고    scopus 로고
    • Optimization of the trading rule in foreign exchange using genetic algorithm
    • ACM Press, July
    • A. Hirabayashi, C. Aranha, andH. Iba. Optimization of the trading rule in foreign exchange using genetic algorithm. In GECCO 2009 Conference Proceedings, pages 1529-1536. ACM Press, July 2009.
    • (2009) GECCO 2009 Conference Proceedings , pp. 1529-1536
    • Hirabayashi, A.1    Aranha, C.2    Iba, H.3
  • 9
    • 11344285123 scopus 로고    scopus 로고
    • System for foreign exchange trading using genetic algorithms and reinforcement learning
    • A. Hryshko andT. Downs. System for foreign exchange trading using genetic algorithms and reinforcement learning. Intern. J. Syst. Sci., 35(13-14) :763-774, 2004.
    • (2004) Intern. J. Syst. Sci. , vol.35 , Issue.13-14 , pp. 763-774
    • Hryshko, A.1    Downs, T.2
  • 10
  • 11
    • 0031328861 scopus 로고    scopus 로고
    • Is technical analysis in the foreign exchange market profitable? A genetic programming approach
    • Dec.
    • C. J. Neely, P. A. Weiler, andR. Dittmar. Is technical analysis in the foreign exchange market profitable? A genetic programming approach. The Journal of Financial and Quantitative Analysis, 32(4):405-426, Dec. 1997.
    • (1997) The Journal of Financial and Quantitative Analysis , vol.32 , Issue.4 , pp. 405-426
    • Neely, C.J.1    Weiler, P.A.2    Dittmar, R.3
  • 13
    • 77955863602 scopus 로고    scopus 로고
    • Bank of Canada, http://www.bank-banque-canada.ca.
  • 15
    • 33750277171 scopus 로고    scopus 로고
    • Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics
    • M. K. et al, editor, Seattle, Washington, USA, 8-12 July ACM Press.
    • R. Schwaerzel andT. Bylander. Predicting currency exchange rates by genetic programming with trigonometric functions and high-order statistics. In M. K. et al, editor, GECCO 2006: Proceedings of the 8th annual conference on Genetic and evolutionary computation, volume 1, pages 955-956, Seattle, Washington, USA, 8-12 July 2006. ACM Press.
    • (2006) GECCO 2006: Proceedings of the 8th Annual Conference on Genetic and Evolutionary Computation , vol.1 , pp. 955-956
    • Schwaerzel, R.1    Bylander, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.