A machine learning approach to intraday trading on foreign exchange markets

Hryshko, Andrei and Downs, Tom (2005). A machine learning approach to intraday trading on foreign exchange markets. In: M. Gallagher, J. Hogan and F. Maire, Intelligent Data Engineering and Automated Learning - IDEAL 2005. 6th Intelligent Data Engineering and Automated Learning - IDEAL 2005, Brisbane, QLD, Australia, (588-595). 6-8 July 2005.


Author Hryshko, Andrei
Downs, Tom
Title of paper A machine learning approach to intraday trading on foreign exchange markets
Conference name 6th Intelligent Data Engineering and Automated Learning - IDEAL 2005
Conference location Brisbane, QLD, Australia
Conference dates 6-8 July 2005
Proceedings title Intelligent Data Engineering and Automated Learning - IDEAL 2005   Check publisher's open access policy
Journal name Lecture Notes in Computer Science   Check publisher's open access policy
Place of Publication Berlin, Germany
Publisher Springer
Publication Year 2005
Sub-type Fully published paper
DOI 10.1007/11508069_76
ISBN 3-540-26972-X
ISSN 0302-9743
Editor M. Gallagher
J. Hogan
F. Maire
Volume 3578
Start page 588
End page 595
Total pages 8
Collection year 2005
Language eng
Abstract/Summary 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 be very helpful. In this paper we try to create such a system using Machine learning approach to emulate trader behaviour on the Foreign Exchange market and to find the most profitable trading strategy.
Subjects E1
340401 Economic Models and Forecasting
720103 Exchange rates
Q-Index Code E1
Q-Index Status Provisional Code
Institutional Status UQ

 
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Created: Thu, 23 Aug 2007, 21:15:51 EST