Speculative strategies in the foreign exchange market based on genetic programming predictions

In this article, we investigate the out-of-sample forecasting ability of a Genetic Program (GP) to approach the dynamic evolution of the yen/US dollar and British pound/US dollar exchange rates, and verify whether the method can beat the random walk model. Later on, we use the predicted values to ge...

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Veröffentlicht in:Applied financial economics
1. Verfasser: Álvarez Díaz, Marcos (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
Devisenmarkt > Währungsspekulation > Evolutionärer Algorithmus > Aufsatz in Zeitschrift
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