Optimization of the trading rule in foreign exchange using genetic algorithm

Akinori Hirabayashi, Claus de Castro Aranha, Hitoshi Iba. Optimization of the trading rule in foreign exchange using genetic algorithm. In Franz Rothlauf, editor, Genetic and Evolutionary Computation Conference, GECCO 2009, Proceedings, Montreal, Québec, Canada, July 8-12, 2009. pages 1529-1536, ACM, 2009. [doi]

Authors

Akinori Hirabayashi

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Claus de Castro Aranha

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Hitoshi Iba

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