Host: The Japanese Society for Artificial Intelligence
Name : 34th Annual Conference, 2020
Number : 34
Location : Online
Date : June 09, 2020 - June 12, 2020
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.