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
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;
Conference_Titel :
SICE Annual Conference 2010, Proceedings of
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-7642-8