Integrating Grid Template Patterns and Multiple Committees of Neural Networks in Forex Market

Nikitas Goumatianos, Ioannis Christou, Peter Lindgren

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

Abstract

We present a hybrid framework for trading in Forex spot market by integrating two different technologies: price patterns based on an array of grid template methods and multiple committees of neural networks. This integration is applied in four currency pairs (EUR/JPY, EUR/USD, GBP/JPY and GBP/USD) using data of a 20 min timeframe. In this research we examine two different fusion approaches for Forex trading: the first one is based on price pattern discovery methods and committees of neural networks as independent entities and works by assigning one entity as basic signal provider and the other as filtering system. The second approach is to take price pattern properties (e.g. forecasting power values) together with technical indicators to feed and train the neural networks. Results show that in both approaches, integration of these independent technologies can improve the trading performance by bringing higher net profits and less risk.

OriginalsprogEngelsk
TitelArtificial Intelligence Perspectives and Applications : Proceedings of the 4th Computer Science On-line Conference 2015 (CSOC2015), Vol 1: Artificial Intelligence Perspectives and Applications
RedaktørerRadek Silhavy, Roman Senkerik, Zuzana Kominkova Oplatkova, Zdenka Prokopova, Petr Silhavy
Antal sider10
Vol/bind347
ForlagSpringer
Publikationsdato2015
Sider247-256
ISBN (Trykt)978-3-319-18475-3
ISBN (Elektronisk)978-3-319-18476-0
DOI
StatusUdgivet - 2015
Begivenhed4th Computer Science On-line Conference, CSOC 2015 - Zlin, Tjekkiet
Varighed: 27 apr. 201530 apr. 2015

Konference

Konference4th Computer Science On-line Conference, CSOC 2015
Land/OmrådeTjekkiet
ByZlin
Periode27/04/201530/04/2015
NavnAdvances in Intelligent Systems and Computing
Vol/bind347
ISSN1615-3871

Citationsformater