• DocumentCode
    529573
  • Title

    Evolutionary trend prediction using plural technical indicators for foreign exchange transaction

  • Author

    Kato, Daigo ; Yata, Noriko ; Nagao, Tomoharu

  • Author_Institution
    Grad. Sch. of Environ. & Inf. Sci., Yokohama Nat. Univ., Yokohama, Japan
  • fYear
    2010
  • fDate
    18-21 Aug. 2010
  • Firstpage
    1170
  • Lastpage
    1175
  • Abstract
    In recently years, foreign exchange trading becomes active. Thus, financial products named foreign exchange(FX) was generated and many FX companies were established. Also the number of investors has increased because of the spread of transactions on the Internet. However, it is difficult to gain profits by FX, and many investors learn by mistakes to achieve an efficient transaction strategy. We propose a method to gain a efficient transaction strategy using Genetic Algorithm(GA) considering price trends. Then, this strategy is applied to foreign exchange transaction. The experiment using this strategy shows the effectivity.
  • Keywords
    Internet; financial data processing; foreign exchange trading; genetic algorithms; investment; transaction processing; Internet; evolutionary trend prediction; financial product; foreign exchange transaction; genetic algorithm; plural technical indicator; Artificial neural networks; Biological cells; Companies; Gallium; Internet; Predictive models; Proposals; genetic algorithms; technical analysis; trend prediction;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    SICE Annual Conference 2010, Proceedings of
  • Conference_Location
    Taipei
  • Print_ISBN
    978-1-4244-7642-8
  • Type

    conf

  • Filename
    5602896