Utilizing artificial neural networks and genetic algorithms to build an algo-trading model for intra-day foreign exchange speculation

Mathematical and Computer Modelling

Volumn 58, Issue 5-6, 2013, Pages 1249-1266

  Evans, Cain ^a   Pappas, Konstantinos ^a   Xhafa, Fatos ^b  

^a BIRMINGHAM CITY UNIVERSITY   (United Kingdom)

^b UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

Author keywords

Artificial neural networks; Foreign exchange; Genetic algorithms; Technical analysis; Trading strategies

Indexed keywords

FOREIGN EXCHANGE; FOREIGN EXCHANGE MARKETS; NEURAL NETWORKS AND GENETIC ALGORITHMS; OPTIMAL TRADING STRATEGY; PREDICTION AND DECISION; SHORT TERM PREDICTION; TECHNICAL ANALYSIS; TRADING STRATEGIES;

DATA PROCESSING; ECONOMICS; FORECASTING; GENETIC ALGORITHMS; NEURAL NETWORKS;

COMMERCE;

EID: 84880585278     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mcm.2013.02.002     Document Type: Article

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