Paper Info
Title
Optimization of the trading rule in foreign exchange using genetic algorithm
Abstract
The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult but popular problem. The use of Machine Learning in this problem allows us to obtain objective results by using information of the past market behavior. In this paper, we propose a Genetic Algorithm (GA) system to automatically generate trading rules based on Technical Indexes. Unlike related researches in the area, our work focuses on calculating the most appropriate trade timing, instead of predicting the trading prices.
Year
DOI
Venue
2009
10.1145/1569901.1570106
GECCO
Keywords
Field
DocType
trading price,genetic algorithm,foreign exchange,appropriate trade timing,machine learning,trading rule,popular problem,objective result,technical indexes,profitable trading rule,technical analysis,profitability,indexation,finance,optimization
Trading strategy,Mathematical optimization,Actuarial science,Computer science,Operations research,Trading rules,Algorithmic trading,Genetic algorithm,Technical analysis,Foreign exchange
Conference
Citations 
PageRank 
References 
21
1.78
8
Authors
3
Name
Order
Citations
PageRank
Akinori Hirabayashi1211.78
Claus Aranha2358.68
Hitoshi Iba31541138.51