Automatic Tuning for FOREX Trading System Using Fuzzy Time Series

摘要：

Efficiency of the automatic currency trading system is time dependent due to using fixed parameters which are most effective in specific period of time. This paper presents a method of optimizing automatic currency trading system by adjusting its time variant parameters using fuzzy time-series forecasting to predict the trend of parameters. Improved predictions for two sets of time series forecasting with fuzzy relations are also illustrated.

关键词： Fuzzy time-series Forecast Foreign Exchange FOREX

作者: Kraimon Maneesilp Pitikhate Sooraksa

作者单位: Faculty of Engineering King Mongkuts Institute of Technology Ladkrabang Bangkok, Thailand

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Computer and Automation Engineering(ICCAE 2011)(2011年第三届IEEE计算机与自动化工程国际会议)

会议地点: 重庆

会议语种:英文

页码: 152-156

在线出版日期: 2011-01-21（万方平台首次上网日期，不代表论文的发表时间）