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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: 2006
Pages: 25
Source title:
Business Applications and Computational Intelligence
Source Author(s)/Editor(s): Kevin Voges (University of Canterbury, New Zealand)and Nigel Pope (Griffith University, Australia)
DOI: 10.4018/978-1-59140-702-7.ch020
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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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