Title :
Strategy of futures trading mechanism using extended classifier system
Author :
Cheng, Tung Wan ; Tsai, Wen Chih ; Chen, An Pin
Author_Institution :
Inst. of Inf. Manage., National Chiao Tung Univ., Taiwan
Abstract :
Nowadays, many artificial intelligent trading models divided the process in three separate subprocesses: trading, validation and application, but these models cannot meet the request of today´s trading environment. A new online learning algorithm, extended classifier system (XCS) is used in futures extended classifier trading mechanism (FXCTM) to satisfy traders´ requirement. This paper verifies that FXCTM provides a very good forecast ability in future market trading performance. Also, this paper discusses about how the population set of XCS affects the result of the model. Finally, the simulation results show that this model could get an obvious profit from futures market.
Keywords :
investment; learning (artificial intelligence); marketing; artificial intelligent trading models; extended classifier system; extended classifier trading mechanism; futures investment; market trading; online learning algorithm; Artificial intelligence; Economic forecasting; Genetic algorithms; Information management; Investments; Legged locomotion; Machine learning; Machine learning algorithms; Predictive models; Telephony;
Conference_Titel :
Intelligent Systems, 2004. Proceedings. 2004 2nd International IEEE Conference
Print_ISBN :
0-7803-8278-1
DOI :
10.1109/IS.2004.1344801
