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]

@inproceedings{HirabayashiAI09,
  title = {Optimization of the trading rule in foreign exchange using genetic algorithm},
  author = {Akinori Hirabayashi and Claus de Castro Aranha and Hitoshi Iba},
  year = {2009},
  doi = {10.1145/1569901.1570106},
  url = {http://doi.acm.org/10.1145/1569901.1570106},
  tags = {optimization, rule-based, rules},
  researchr = {https://researchr.org/publication/HirabayashiAI09},
  cites = {0},
  citedby = {0},
  pages = {1529-1536},
  booktitle = {Genetic and Evolutionary Computation Conference, GECCO 2009, Proceedings, Montreal, Québec, Canada, July 8-12, 2009},
  editor = {Franz Rothlauf},
  publisher = {ACM},
  isbn = {978-1-60558-325-9},
}