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
Link To Document