- title = "Adaptive systems for foreign exchange trading",
- author = "Mark P. Austin and Graham Bates and Michael A. H. Dempster and Vasco Leemans and Stacy N. Williams",
- journal = "Quantitative Finance",
- month = aug,
- number = "4",
- pages = "37--45",
- publisher = "Routledge, part of the Taylor and Francis Group",
- volume = "4",
- year = "2004",
- keywords = "genetic algorithms, genetic programming, fx trading",
- citeulike-article-id = "98141",
- ISSN = "1469-7688",
-
URL = "
http://www-cfr.jbs.cam.ac.uk/archive/PRESENTATIONS/seminars/2006/dempster2.pdf",
-
DOI = "
doi:10.1080/14697680400008593",
- size = "9 pages",
- abstract = "Foreign exchange markets are notoriously difficult to predict. For many years academics and practitioners alike have tried to build trading models, but history has not been kind to their efforts. Consistently predicting FX markets has seemed like an impossible goal but recent advances in financial research now suggest otherwise. With newly developed computational techniques and newly available data, the development of successful trading models is looking possible. The Centre for Financial Research (CFR) at Cambridge University's Judge Institute of Management has been researching trading techniques in foreign exchange markets for a number of years. Over the last 18 months a joint project with HSBC Global Markets has looked at how the bank's proprietary information on customer order flow and on the customer limit order book can be used to enhance the profitability of technical trading systems in FX markets. Here we give an overview of that research and report our results.",
-
notes = "Also in Eclectic 18 Autumn (2004) pp21-26
\cite{Austin:2004:E} www.eclectic.co.uk and technical
report WP15/2003 \cite{austin:2003:WP}
",
