Trading foreign currency using artificial neural network strategies

Bruce Vanstone; Gavin Finnie

Trading foreign currency using artificial neural network strategies

Bruce Vanstone^*, Gavin Finnie

^*Corresponding author for this work

Bond Business School

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

1 Citation (Scopus)

Abstract

The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it, using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the intraday FX markets.

Original language	English
Title of host publication	Proceedings of the International Conference on Neural Computation Theory and Applications
Subtitle of host publication	NCTA 2011
Editors	K Madani
Place of Publication	France
Publisher	Springer
Pages	163-167
Number of pages	5
ISBN (Print)	9789898425843
Publication status	Published - 2011
Event	International Conference on Neural Computation Theory and Applications - Paris, Paris, France Duration: 24 Oct 2011 → 26 Oct 2011 http://www.ncta.ijcci.org/NCTA2011/

Conference

Conference	International Conference on Neural Computation Theory and Applications
Abbreviated title	NCTA 2011
Country/Territory	France
City	Paris
Period	24/10/11 → 26/10/11
Internet address	http://www.ncta.ijcci.org/NCTA2011/

Cite this

@inproceedings{bed68a220d114262a246fd406e279f2e,

title = "Trading foreign currency using artificial neural network strategies",

abstract = "The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it, using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the intraday FX markets.",

author = "Bruce Vanstone and Gavin Finnie",

year = "2011",

language = "English",

isbn = "9789898425843",

pages = "163--167",

editor = "K Madani",

booktitle = "Proceedings of the International Conference on Neural Computation Theory and Applications",

publisher = "Springer",

address = "Germany",

note = "International Conference on Neural Computation Theory and Applications, NCTA 2011 ; Conference date: 24-10-2011 Through 26-10-2011",

url = "http://www.ncta.ijcci.org/NCTA2011/",

}

Trading foreign currency using artificial neural network strategies. / Vanstone, Bruce; Finnie, Gavin.
Proceedings of the International Conference on Neural Computation Theory and Applications: NCTA 2011 . ed. / K Madani. France: Springer, 2011. p. 163-167.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

TY - GEN

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AU - Vanstone, Bruce

AU - Finnie, Gavin

PY - 2011

Y1 - 2011

N2 - The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it, using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the intraday FX markets.

AB - The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it, using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the intraday FX markets.

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M3 - Conference contribution

AN - SCOPUS:84862182911

SN - 9789898425843

SP - 163

EP - 167

BT - Proceedings of the International Conference on Neural Computation Theory and Applications

A2 - Madani, K

PB - Springer

CY - France

T2 - International Conference on Neural Computation Theory and Applications

Y2 - 24 October 2011 through 26 October 2011

ER -

Trading foreign currency using artificial neural network strategies

Abstract

Conference

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