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Authors: Bruce Vanstone and Gavin Finnie

Affiliation: Faculty of Business and Bond University, Australia

ISBN: 978-989-8425-84-3

Keyword(s): Financial trading, Foreign currency, Artificial neural networks.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Biomedical Engineering ; Biomedical Signal Processing ; Computational Intelligence ; Computer-Supported Education ; Domain Applications and Case Studies ; Fuzzy Systems ; Health Engineering and Technology Applications ; Human-Computer Interaction ; Industrial, Financial and Medical Applications ; Methodologies and Methods ; Neural Networks ; Neurocomputing ; Neurotechnology, Electronics and Informatics ; Pattern Recognition ; Physiological Computing Systems ; Sensor Networks ; Signal Processing ; Soft Computing ; Theory and Methods

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 that provided by the intraday FX markets.

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Paper citation in several formats:
Vanstone, B. and Finnie, G. (2011). TRADING FOREIGN CURRENCY USING ARTIFICIAL NEURAL NETWORK STRATEGIES.In Proceedings of the International Conference on Neural Computation Theory and Applications - Volume 1: NCTA, (IJCCI 2011) ISBN 978-989-8425-84-3, pages 163-167. DOI: 10.5220/0003679601630167

@conference{ncta11,
author={Bruce Vanstone. and Gavin Finnie.},
title={TRADING FOREIGN CURRENCY USING ARTIFICIAL NEURAL NETWORK STRATEGIES},
booktitle={Proceedings of the International Conference on Neural Computation Theory and Applications - Volume 1: NCTA, (IJCCI 2011)},
year={2011},
pages={163-167},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003679601630167},
isbn={978-989-8425-84-3},
}

TY - CONF

JO - Proceedings of the International Conference on Neural Computation Theory and Applications - Volume 1: NCTA, (IJCCI 2011)
TI - TRADING FOREIGN CURRENCY USING ARTIFICIAL NEURAL NETWORK STRATEGIES
SN - 978-989-8425-84-3
AU - Vanstone, B.
AU - Finnie, G.
PY - 2011
SP - 163
EP - 167
DO - 10.5220/0003679601630167

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