Browsing Faculty of Graduate Studies Online Theses by Author "Loginov, Alexander"
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ON THE UTILITY OF EVOLVING FOREX MARKET TRADING AGENTS WITH CRITERIA BASED RETRAINING
Loginov, Alexander (2013-03-27)This research investigates the ability of genetic programming to build profitable trad- ing strategies for the Foreign Exchange Market (FX) of one major currency pair (EURUSD) using one hour prices from July 1, 2009 to ...