Trading foreign currency using artificial neural network strategies
Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
Fersiynau electronig
The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it, using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the intraday FX markets.
| Iaith wreiddiol | Saesneg |
|---|---|
| Teitl | Proceedings of the International Conference on Neural Computation Theory and Applications |
| Golygyddion | K Madani |
| Man cyhoeddi | Germany |
| Cyhoeddwr | Springer |
| Tudalennau | 163-167 |
| Nifer y tudalennau | 5 |
| ISBN (Argraffiad) | 9789898425843 |
| Statws | Cyhoeddwyd - 2011 |
| Cyhoeddwyd yn allanol | Ie |