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An Investigation into the Use of Intelligent Systems for Currency Trading

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  • Hannah Thinyane

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  • Jonathan Millin

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s10614-011-9260-4
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    Bibliographic Info

    Article provided by Society for Computational Economics in its journal Computational Economics.

    Volume (Year): 37 (2011)
    Issue (Month): 4 (April)
    Pages: 363-374

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    Handle: RePEc:kap:compec:v:37:y:2011:i:4:p:363-374

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    Web page: http://www.springerlink.com/link.asp?id=100248
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    Related research

    Keywords: Deduction and theorem proving; Applications and expert systems; Learning; Decision support;

    References

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    1. Brock, William & Lakonishok, Josef & LeBaron, Blake, 1992. " Simple Technical Trading Rules and the Stochastic Properties of Stock Returns," Journal of Finance, American Finance Association, vol. 47(5), pages 1731-64, December.
    2. Dittmar, Robert & Neely, Christopher J & Weller, Paul, 1996. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," CEPR Discussion Papers 1480, C.E.P.R. Discussion Papers.
    3. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Society for Computational Economics, vol. 32(4), pages 383-406, November.
    4. Sweeney, Richard J, 1986. " Beating the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 41(1), pages 163-82, March.
    5. Okunev, John & White, Derek, 2003. "Do Momentum-Based Strategies Still Work in Foreign Currency Markets?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 38(02), pages 425-447, June.
    6. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    7. Park, Cheol-Ho & Irwin, Scott H., 2004. "The Profitability of Technical Analysis: A Review," AgMAS Project Research Reports 37487, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    8. Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2006. "Robust Artificial Neural Networks for Pricing of European Options," Computational Economics, Society for Computational Economics, vol. 27(2), pages 329-351, May.
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    Cited by:
    1. Georgios Vasilakis & Konstantinos Theofilatos & Efstratios Georgopoulos & Andreas Karathanasopoulos & Spiros Likothanassis, 2013. "A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading," Computational Economics, Society for Computational Economics, vol. 42(4), pages 415-431, December.

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