Genetic algorithm for arbitrage with more than three currencies
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More about this item
Keywords
Arbitrage; Foreign Exchange Market; Genetic Algorithm;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2012-07-29 (Computational Economics)
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