Comparative Study of FOREX Trading Systems Built with SVR+GHSOM and Genetic Algorithms Optimization of Technical Indicators

@article{Brito2012ComparativeSO,
  title={Comparative Study of FOREX Trading Systems Built with SVR+GHSOM and Genetic Algorithms Optimization of Technical Indicators},
  author={Rodrigo F. B. de Brito and Adriano Lorena In{\'a}cio de Oliveira},
  journal={2012 IEEE 24th International Conference on Tools with Artificial Intelligence},
  year={2012},
  volume={1},
  pages={351-358}
}
Considerable effort has been made by researchers from various areas of science to forecast financial time series such as stock market and foreign exchange market (Forex). Recent studies have shown that the market can be outperformed by trading systems built with computational intelligence techniques. This study applies the Genetic Algorithm (GA) technique to optimize technical indicators parameters in order to maximize profit in the nine most tradable foreign exchange rates. Fifteen trading… CONTINUE READING