外国為替証拠金取引における解釈可能な売買戦略の構築

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.