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An Investigation into the Use of Intelligent Systems for Currency Trading

Author

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  • Hannah Thinyane

    ()

  • Jonathan Millin

    ()

Abstract

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Suggested Citation

  • Hannah Thinyane & Jonathan Millin, 2011. "An Investigation into the Use of Intelligent Systems for Currency Trading," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 363-374, April.
  • Handle: RePEc:kap:compec:v:37:y:2011:i:4:p:363-374
    DOI: 10.1007/s10614-011-9260-4
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    File URL: http://hdl.handle.net/10.1007/s10614-011-9260-4
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    References listed on IDEAS

    as
    1. Sweeney, Richard J, 1986. " Beating the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 41(1), pages 163-182, March.
    2. 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.
    3. Neely, Christopher & Weller, Paul & Dittmar, Rob, 1997. "Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(04), pages 405-426, December.
    4. Khurshid Kiani & Terry Kastens, 2008. "Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures," Computational Economics, Springer;Society for Computational Economics, vol. 32(4), pages 383-406, November.
    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. 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 1731-1764, December.
    8. Panayiotis Andreou & Chris Charalambous & Spiros Martzoukos, 2006. "Robust Artificial Neural Networks for Pricing of European Options," Computational Economics, Springer;Society for Computational Economics, vol. 27(2), pages 329-351, May.
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    Citations

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    Cited by:

    1. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers 201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
    2. Leoni Eleni Oikonomikou, 2016. "Comparing the market risk premia forecasts in JSE and NYSE equity markets," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 203, Courant Research Centre PEG.
    3. repec:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0 is not listed on IDEAS
    4. 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, Springer;Society for Computational Economics, vol. 42(4), pages 415-431, December.

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