scholarly journals One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

10.3386/t0179 ◽  
1995 ◽  
Author(s):  
Charles Goodhart ◽  
Takatoshi Ito ◽  
Richard Payne
2009 ◽  
pp. 664-683
Author(s):  
Andrei Hryshko ◽  
Tom Downs

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. This chapter presents a novel trading system using Machine Learning methods of Genetic Algorithms and Reinforcement Learning. The system emulates trader behavior on the Foreign Exchange market and finds the most profitable trading strategy.


Author(s):  
Andrei Hryshko ◽  
Tom Downs

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. This chapter presents a novel trading system using Machine Learning methods of Genetic Algorithms and Reinforcement Learning. The system emulates trader behavior on the Foreign Exchange market and finds the most profitable trading strategy.


2015 ◽  
Vol 197 ◽  
pp. 245-254 ◽  
Author(s):  
Rok Pintar ◽  
Eva Jereb ◽  
Goran Vukovic ◽  
Marko Urh

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