Proceedings of the Annual Conference of JSAI
Online ISSN : 2758-7347
34th (2020)
Session ID : 2L4-GS-13-03
Conference information

Construction of a Foreign Exchange Trading Strategy using Genetic Network Programming by Considering the Technical Index Signal Strength
*Jumpei UCHIDAHjime ANADA
Author information
CONFERENCE PROCEEDINGS FREE ACCESS

Details
Abstract

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.

Content from these authors
© 2020 The Japanese Society for Artificial Intelligence
Previous article Next article
feedback
Top