Development of Machine Learning Software for High Frequency Trading in Financial Markets

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Author(s): Andrei Hryshko (University of Queensland, Australia)and Tom Downs (University of Queensland, Australia)
Copyright: 2009
Pages: 20
Source title: Software Applications: Concepts, Methodologies, Tools, and Applications
Source Author(s)/Editor(s): Pierre F. Tiako (Langston University, USA)
DOI: 10.4018/978-1-60566-060-8.ch043

Keywords: Computer Science & IT / Information Science Reference / Systems & Software Design / Systems and Software Engineering

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Abstract

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters, so that the creation of a system that effectively emulates the trading process will be very helpful. This chapter presents a novel trading system using Machine Learning methods of Genetic Algorithms and Reinforcement Learning. The system emulates trader behavior on the Foreign Exchange market and finds the most profitable trading strategy.

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