Restricted Genetic Network Programming によるリスク回避型外国為替取引戦略の構築

抄録

Recently, many researchers have studied foreign exchange trading using technical analysis. However, it is difficult to achieve profitability using this technique. Therefore, using Genetic Network Programming, we construct a model that considers the technical index signal strength for devising a profitable trading strategy. Finally, we confirmed the effectiveness of our model using historical data of the exchange market.