DocumentCode
2340352
Title
Towards the Automatic Evolutionary Prediction of the FOREX Market Behaviour
Author
Slaný, Karel
Author_Institution
Dept. of Comput. Syst. Fac. of Inf. Technol., Brno Univ. of Technol., Brno, Czech Republic
fYear
2009
fDate
24-26 Sept. 2009
Firstpage
141
Lastpage
145
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Adaptive and Intelligent Systems, 2009. ICAIS '09. International Conference on
Conference_Location
Klagenfurt
Print_ISBN
978-0-7695-3827-3
Type
conf
DOI
10.1109/ICAIS.2009.31
Filename
5327748
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