Created by W.Langdon from gp-bibliography.bib Revision:1.5251
Consistently predicting FX markets has seemed like an impossible goal but recent advances in financial research now suggest it can be done. Automated trading systems are being used successfully to predict intraday and daily exchange rates.
Trading systems using only publicly available technical indicators can be profitable ? but those that also use proprietary information can be more accurate and therefore more profitable.
A joint project by the Centre for Financial Research (at the Judge Institute of Management, Cambridge University) and HSBC used the bank's customer order information to show that using proprietary information in trading systems can improve their forecasting performance and profitability.
The research findings also intuitively make sense. Successful traders in the FX markets apply human judgement to a range of information and techniques. In this project the researchers mimicked these traders by combining the techniques of technical analysis with the stream of public and non-public information available to them.",
Genetic Programming entries for Mark P Austin Graham Bates Michael Dempster Stacy N Williams