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

Autor
Evant, C.; Pappas, K.; Xhafa, F.
Tipus d'activitat
Article en revista
Revista
Mathematical and computer modelling
Data de publicació
2013-09
Volum
58
Número
5-6
Pàgina inicial
1249
Pàgina final
1266
DOI
https://doi.org/10.1016/j.mcm.2013.02.002 Obrir en finestra nova
URL
http://www.sciencedirect.com/science/article/pii/S0895717713000290 Obrir en finestra nova
Resum
The Foreign Exchange Market is the biggest and one of the most liquid markets in the world. This market has always been one of the most challenging markets as far as short term prediction is concerned. Due to the chaotic, noisy, and non-stationary nature of the data, the majority of the research has been focused on daily, weekly, or even monthly prediction. The literature review revealed that there is a gap for intra-day market prediction. Identifying this gap, this paper introduces a prediction...
Paraules clau
Artificial neural networks, Foreign exchange, Genetic algorithms, Technical analysis, Trading strategies
Grup de recerca
ALBCOM - Algorismia, Bioinformàtica, Complexitat i Mètodes Formals

Participants