GP-based optimisation of technical trading indicators and profitability in FX market

ICONIP 2002 - Proceedings of the 9th International Conference on Neural Information Processing: Computational Intelligence for the E-Age

Volumn 3, Issue , 2002, Pages 1159-1163

  Lee, Cheng Siong ^a   Loh, Khai Yann ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Foreign exchange market; Genetic Programming; optimisation; technical indicators

Indexed keywords

ARTIFICIAL INTELLIGENCE; ECONOMICS; FINANCIAL MARKETS; GENETIC ALGORITHMS; GENETIC PROGRAMMING; INFORMATION SCIENCE; PROFITABILITY; RISK MANAGEMENT;

FINITE NUMBER; FOREIGN CURRENCY; MARKET TIMINGS; OPTIMISATIONS; TECHNICAL INDICATOR; TRADING RULES; TRADING STRATEGIES; TRANSACTION COST;

COMMERCE;

EID: 84968531421     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICONIP.2002.1202803     Document Type: Conference Paper

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