Title :
Towards the Automatic Evolutionary Prediction of the FOREX Market Behaviour
Author_Institution :
Dept. of Comput. Syst. Fac. of Inf. Technol., Brno Univ. of Technol., Brno, Czech Republic
Abstract :
In this paper a self-adapting architecture for FOREX market prediction, which is being developed, is described. The proposed system utilizes genetic programming (GP) for predictor representation. The goal of the system is the design and adaptation of simple predictors which can either be used by the system itself or be ´manually´ used by a human trader.
Keywords :
foreign exchange trading; genetic algorithms; systems analysis; FOREX market behaviour; automatic evolutionary prediction; genetic programming; human trader; predictor representation; self-adapting architecture; Adaptive systems; Data preprocessing; Design optimization; Evolutionary computation; Genetic programming; Humans; Information technology; Intelligent systems; Predictive models; Process design; FOREX; genetic programming; on-line evolution; prediction;
Conference_Titel :
Adaptive and Intelligent Systems, 2009. ICAIS '09. International Conference on
Conference_Location :
Klagenfurt
Print_ISBN :
978-0-7695-3827-3
DOI :
10.1109/ICAIS.2009.31
