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[2L4-GS-13-03] Construction of a Foreign Exchange Trading Strategy using Genetic Network Programming by Considering the Technical Index Signal Strength
Keywords:Foreign Exchange, Genetic Network Programming
Recently, many researchers have studied foreign exchange trading using technical analysis. However, it is difficult to achieve profitability using this technique. Therefore, using Genetic Network Programming, we construct a model that considers the technical index signal strength for devising a profitable trading strategy. Finally, we confirmed the effectiveness of our model using historical data of the exchange market.
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