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Trading foreign currency using artificial neural network strategies

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Trading foreign currency using artificial neural network strategies. / Vanstone, Bruce; Finnie, Gavin.
Proceedings of the International Conference on Neural Computation Theory and Applications. gol. / K Madani. Germany: Springer, 2011. t. 163-167.

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HarvardHarvard

Vanstone, B & Finnie, G 2011, Trading foreign currency using artificial neural network strategies. yn K Madani (gol.), Proceedings of the International Conference on Neural Computation Theory and Applications. Springer, Germany, tt. 163-167. <http://www.ncta.ijcci.org/NCTA2011/>

APA

Vanstone, B., & Finnie, G. (2011). Trading foreign currency using artificial neural network strategies. Yn K. Madani (Gol.), Proceedings of the International Conference on Neural Computation Theory and Applications (tt. 163-167). Springer. http://www.ncta.ijcci.org/NCTA2011/

CBE

Vanstone B, Finnie G. 2011. Trading foreign currency using artificial neural network strategies. Madani K, golygydd. Yn Proceedings of the International Conference on Neural Computation Theory and Applications. Germany: Springer. tt. 163-167.

MLA

Vanstone, Bruce a Gavin Finnie "Trading foreign currency using artificial neural network strategies". Madani, K (gol.). Proceedings of the International Conference on Neural Computation Theory and Applications. Germany: Springer. 2011, 163-167.

VancouverVancouver

Vanstone B, Finnie G. Trading foreign currency using artificial neural network strategies. Yn Madani K, golygydd, Proceedings of the International Conference on Neural Computation Theory and Applications. Germany: Springer. 2011. t. 163-167

Author

Vanstone, Bruce ; Finnie, Gavin. / Trading foreign currency using artificial neural network strategies. Proceedings of the International Conference on Neural Computation Theory and Applications. Gol. / K Madani. Germany : Springer, 2011. tt. 163-167

RIS

TY - GEN

T1 - Trading foreign currency using artificial neural network strategies

AU - Vanstone, Bruce

AU - Finnie, Gavin

N1 - International Conference on Neural Computation Theory and Applications, NCTA 2011 ; Conference date: 24-10-2011 Through 26-10-2011

PY - 2011

Y1 - 2011

N2 - 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.

AB - 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.

M3 - Conference contribution

SN - 9789898425843

SP - 163

EP - 167

BT - Proceedings of the International Conference on Neural Computation Theory and Applications

A2 - Madani, K

PB - Springer

CY - Germany

ER -