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Presentation
Trading foreign currency using artificial neural network strategies
NCTA 2011: International Conference on Neural Computation Theory and Applications
  • Bruce Vanstone, Bond University
  • Gavin Finnie, Bond University
Date of this Version
10-24-2011
Document Type
Conference Paper
Publication Details

Citation only.

Vanstone, B., & Finnie, G. (2011). Trading foreign currency using artificial neural network strategies. Paper presented at NCTA 2011: International Conference on Neural Computation Theory and Applications, Paris, France.

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2011 HERDC submission. FoR code: 080605

© Copyright SciTePress, 2011

Disciplines
Abstract

The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it. using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as tha provided by the intraday FX markets.

Citation Information
Bruce Vanstone and Gavin Finnie. "Trading foreign currency using artificial neural network strategies" NCTA 2011: International Conference on Neural Computation Theory and Applications (2011) p. 163 - 167
Available at: http://works.bepress.com/bruce_vanstone/35/