Trading foreign currency using artificial neural network strategies
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Electronic versions
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.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the International Conference on Neural Computation Theory and Applications |
| Editors | K Madani |
| Place of Publication | Germany |
| Publisher | Springer |
| Pages | 163-167 |
| Number of pages | 5 |
| ISBN (print) | 9789898425843 |
| Publication status | Published - 2011 |
| Externally published | Yes |