An Effective Correlation-Based Pair Trading Strategy Using Genetic Algorithms

2021 ◽  
pp. 255-263
Author(s):  
Chun-Hao Chen ◽  
Wei-Hsun Lai ◽  
Tzung-Pei Hong
Keyword(s):  
Genetic Algorithms ◽  
Trading Strategy

Development of Machine Learning Software for High Frequency Trading in Financial Markets

2009 ◽  
pp. 664-683
Author(s):  
Andrei Hryshko ◽  
Tom Downs
Keyword(s):  
Machine Learning ◽  
Genetic Algorithms ◽  
Reinforcement Learning ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Trading Strategy ◽  
Significant Activity ◽  
Trading System ◽  
Learning Software ◽  
Foreign Exchange Trading

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters, so that the creation of a system that effectively emulates the trading process will be very helpful. This chapter presents a novel trading system using Machine Learning methods of Genetic Algorithms and Reinforcement Learning. The system emulates trader behavior on the Foreign Exchange market and finds the most profitable trading strategy.

Development of Machine Learning Software for High Frequency Trading in Financial Markets

2011 ◽  
pp. 406-430
Author(s):  
Andrei Hryshko ◽  
Tom Downs
Keyword(s):  
Machine Learning ◽  
Genetic Algorithms ◽  
Reinforcement Learning ◽  
Foreign Exchange ◽  
Foreign Exchange Market ◽  
Trading Strategy ◽  
Significant Activity ◽  
Trading System ◽  
Learning Software ◽  
Foreign Exchange Trading

Foreign exchange trading has emerged in recent times as a significant activity in many countries. As with most forms of trading, the activity is influenced by many random parameters, so that the creation of a system that effectively emulates the trading process will be very helpful. This chapter presents a novel trading system using Machine Learning methods of Genetic Algorithms and Reinforcement Learning. The system emulates trader behavior on the Foreign Exchange market and finds the most profitable trading strategy.

Genetic Algorithms—a Tool for OR?

1996 ◽  
Vol 47 (4) ◽  
pp. 550-561 ◽  
Author(s):  
Kathryn A Dowsland
Keyword(s):  
Genetic Algorithms
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