An Implementation of Genetic Algorithms as a Basis for a Trading System on the Foreign Exchange Market
نویسنده
چکیده
Foreign Exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters so that the creation of a system that effectively emulates the trading process will he very helpful. In this paper we try to create such a system with a Genetic Algorithm engine to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.
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