Adaptive systems for foreign exchange trading

Created by W.Langdon from gp-bibliography.bib Revision:1.4549

  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 {\&} Francis Group",
  volume =       "4",
  year =         "2004",
  keywords =     "genetic algorithms, genetic programming, fx trading",
  citeulike-article-id = "98141",
  ISSN =         "1469-7688",
  URL =          "",
  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} 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