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Automated trading on financial instruments with evolved neural networks

Published: 07 July 2007 Publication History

Abstract

This paper presents an approach to single-position, intraday automated trading based on a neuro-genetic algorithm.An artificial neural network is evolved which provides trading signals to a very unsophisticated automated trading agent.

Reference

[1]
A. Azzini and A. Tettamanzi. A neural evolutionary approach to financial modeling. In Proceedings of the Genetic and Evolutionary Computation Conference, GECCO'06, volume 2, pages 1605--1612. Morgan Kaufmann, San Francisco, CA, 2006.

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  • (2020)State-of-the-Art in Applying Machine Learning to Electronic TradingEnterprise Applications, Markets and Services in the Finance Industry10.1007/978-3-030-64466-6_1(3-20)Online publication date: 26-Nov-2020

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    cover image ACM Conferences
    GECCO '07: Proceedings of the 9th annual conference on Genetic and evolutionary computation
    July 2007
    2313 pages
    ISBN:9781595936974
    DOI:10.1145/1276958

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    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 07 July 2007

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    Author Tags

    1. automated financial trading
    2. evolutionary algorithms
    3. neural networks

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    GECCO '07 Paper Acceptance Rate 266 of 577 submissions, 46%;
    Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

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    • (2020)State-of-the-Art in Applying Machine Learning to Electronic TradingEnterprise Applications, Markets and Services in the Finance Industry10.1007/978-3-030-64466-6_1(3-20)Online publication date: 26-Nov-2020

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