TRADING FOREIGN CURRENCY USING ARTIFICIAL NEURAL NETWORK STRATEGIES

Bruce Vanstone, Gavin Finnie

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 Harvard Style

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


in Bibtex Style

@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},
}


in EndNote Style

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