Adaptive systems for foreign exchange trading
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gp-bibliography.bib Revision:1.7964
- @Article{Austin:2004:QF,
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title = "Adaptive systems for foreign exchange trading",
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author = "Mark P. Austin and Graham Bates and
Michael A. H. Dempster and Vasco Leemans and Stacy N. Williams",
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journal = "Quantitative Finance",
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month = aug,
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number = "4",
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pages = "37--45",
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publisher = "Routledge, part of the Taylor {\&} Francis Group",
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volume = "4",
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year = "2004",
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keywords = "genetic algorithms, genetic programming, fx trading",
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citeulike-article-id = "98141",
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ISSN = "1469-7688",
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URL = "http://www-cfr.jbs.cam.ac.uk/archive/PRESENTATIONS/seminars/2006/dempster2.pdf",
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DOI = "doi:10.1080/14697680400008593",
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size = "9 pages",
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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.",
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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}
",
- }
Genetic Programming entries for
Mark P Austin
Graham Bates
Michael Dempster
Vasco Leemans
Stacy N Williams
Citations