Knowledge-intensive genetic discovery in foreign exchange markets

  title={Knowledge-intensive genetic discovery in foreign exchange markets},
  author={Siddhartha Bhattacharyya and Olivier V. Pictet and Gilles Zumbach},
  journal={IEEE Trans. Evolutionary Computation},
This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-related structuring of the representation and incorporation of semantic restrictions for GP-based search of trading decision models. A defined symmetry property provides a basis for the semantics of FX trading models. The symmetry properties of basic indicator types useful in formulating trading models are defined, together… CONTINUE READING
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