Adaptive systems for foreign exchange trading-Reference-Cited by-同舟云学术

Adaptive systems for foreign exchange trading

Published:2004-08 Issue:4 Volume:4 Page:37-45
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Austin Mark P¹,Bates Graham²,Dempster 3 Michael A H²,Leemans Vasco²,Williams Stacy N¹

Affiliation:

1. a HSBC Global Markets , 8 Canada Square, London E14 5HQ , UK

2. b Centre for Financial Research , Judge Institute of Management, University of Cambridge, Cambridge CB2 1AG, Cambridge Systems Associates Ltd. , 1 Earl Street, Cambridge CB1 1JR , UK

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697680400008593

Reference15 articles.

1. Using genetic algorithms to find technical trading rules1Helpful comments were made by Adam Dunsby, Lawrence Fisher, Steven Kimbrough, Paul Kleindorfer, Michele Kreisler, James Laing, Josef Lakonishok, George Mailath, and seminar participants at Institutional Investor, J.P. Morgan, the NBER Asset Pricing Program, Ohio State University, Purdue University, the Santa Fe Institute, Rutgers University, Stanford University, University of California, Berkeley, University of Michigan, University of Pennsylvania, University of Utah, Washington University (St. Louis), and the 1995 AFA Meetings in Washington, D.C. We are particularly grateful to Kenneth R. French (the referee), and G. William Schwert (the editor) for their suggestions. Financial support from the National Science Foundation is gratefully acknowledged by the first author and from the Academy of Finland by the second and from the Geewax-Terker Program in Financial Instruments by both. Correspondence should be addressed to Franklin Allen, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6367.1

2. Evolutionary reinforcement learning in FX order book and order flow analysis

3. A real-time adaptive trading system using genetic programming

4. Can channel pattern trading be profitably automated?

5. Computational learning techniques for intraday FX trading using popular technical indicators

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