Automated Trading With Genetic Algorithm Neural Network Risk Cybernetics PDF Download
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| Author | : Lanz Chan |
| Publisher | : |
| Total Pages | : 28 |
| Release | : 2015 |
| Genre | : |
| ISBN | : |
Download Automated Trading with Genetic-Algorithm Neural-Network Risk Cybernetics Book in PDF, ePub and Kindle
Recent years have witnessed the advancement of automated algorithmic trading systems as institutional solutions in the form of autobots, black box or expert advisors. However, little research has been done in this area with sufficient evidence to show the efficiency of these systems. This paper builds an automated trading system which implements an optimized genetic-algorithm neural-network (GANN) model with cybernetic concepts and evaluates the success using a modified value-at-risk (MVaR) framework. The cybernetic engine includes a circular causal feedback control feature and a developed golden-ratio estimator, which can be applied to any form of market data in the development of risk-pricing models. The paper applies the Euro and Yen forex rates as data inputs. It is shown that the technique is useful as a trading and volatility control system for institutions including central bank monetary policy as a risk-minimizing strategy. Furthermore, the results are achieved within a 30-second timeframe for an intra-week trading strategy, offering relatively low latency performance. The results show that risk exposures are reduced by four to five times with a maximum possible success rate of 96%, providing evidence for further research and development in this area.
| Author | : Murray A. Ruggiero |
| Publisher | : John Wiley & Sons |
| Total Pages | : 344 |
| Release | : 1997-07-01 |
| Genre | : Business & Economics |
| ISBN | : 9780471149200 |
Download Cybernetic Trading Strategies Book in PDF, ePub and Kindle
Ein Überblick über die aktuellsten Technologien zum Aufbau einer Handelsstrategie: neuronale Netzwerke, genetische Algorithmen, Expertensysteme, Fuzzy logic und statistische Mustererkennung. Gezeigt wird, wie diese neuen Methoden in klassische Analysenverfahren integriert werden können. Auch Erläuterungen zur Prüfung und Bewertung existierender Systeme kommen nicht zu kurz.
| Author | : Holger Hartmann |
| Publisher | : GRIN Verlag |
| Total Pages | : 99 |
| Release | : 2012-03-02 |
| Genre | : Computers |
| ISBN | : 3869436921 |
Download Development of Trading Systems using Genetic Programming with a Case Study Book in PDF, ePub and Kindle
Diploma Thesis from the year 2007 in the subject Computer Science - Programming, grade: 1.7, University of Hamburg, language: English, abstract: In this thesis Genetic Progrmming is used to create trading systems for the EUR/USD foreign exchange market using intraday data. In addition to the exchange rates several moving averages are used as inputs. The developed evolutionary algorithm extends the framework ECJ. The created trading systems are being evaluated by a fitness function that consists of a trading simulation. Genetic operators have been adapted to support "node weights". By using these on the one hand macromutaion is tried to be reduced on the other hand the interpretability of the created trading systems is tried to be improved. Results of experiments show that created trading systems are apparently successfull in profitably using informations contained within the exchange rates. Profits of the created trading systems are maximized by using the optimal position size. It is shown that if the minimum investment period is met the achieved results are optimal even when taking into account the used risk adjusted performance figure.
| Author | : Lanz Chan |
| Publisher | : |
| Total Pages | : |
| Release | : 2017 |
| Genre | : |
| ISBN | : |
Download Machine-Learning Fully Automated FX Trading System for Superior Returns with Risk Cybernetics Artificial Intelligence Framework Book in PDF, ePub and Kindle
The team at Finamatrix has shown through real trading accounts that it is possible to produce superior returns i.e. 100% on a weekly to monthly basis with manual trading. However, the sustainability of the superior returns are subject to the limitations of human thinking processes that are prone to mistakes due to emotions, cognitive errors, etc. The human brain of an experienced trader is able to harness all the data available and convert this data into useful information in a very short time for profit but this is not a perfect process. We attempt to develop the holy grail of trading systems -- a completely self-learning and self-enhancing trading database system that learns from trader experience and is capable of a suite of functions, including not only recalling and implementing strategies when suitable conditions arise but also capable of adaptation and self-improvement. The system is able to execute continuous iterations and is able to convert errors into learning experiences so as to re-program previous bad trades to create good trades. The system also features learning from good trades and is able to modify and re-input the parameters so as to offer relatively more appropriate trading strategies that are able to produce better returns. These functions are potentially made possible through the utilization of genetic-optimization neural-networks in a risk cybernetics framework.
| Author | : Marta Peris-Ortiz |
| Publisher | : Springer |
| Total Pages | : 197 |
| Release | : 2014-06-13 |
| Genre | : Business & Economics |
| ISBN | : 3319064533 |
Download Action-Based Quality Management Book in PDF, ePub and Kindle
Featuring case studies from the industrial and tourism sectors, this book provides an interdisciplinary perspective on the effect of total quality management on business and innovation strategies. The principles of Total Quality Management (TQM) have been widely researched and analyzed as an essential tool for businesses to compete in a globalized economy. This book presents the latest research on the applications of TQM across different functions such as customer service, human resources management and cost control. It demonstrates how the utilization of TQM tools, such as the SERVQUAL model, Eco-Management and Audit Scheme (EMAS), High Involvement Practices (HIWP) and the EFQM excellence model, impacts a firm’s performance, enhances productivity and innovation and reduces cost, thereby allowing them to compete more effectively in the global market. Building on the extensive literature on the relationship between TQM and business performance, the authors argue that quality acts as a powerful competitive tool that companies should embrace in their corporate strategy. By promoting activities that result in greater efficiency, improved control and management of the organization (internal quality), firms can achieve significant improvement in customer satisfaction, employee satisfaction, social impact and business results (external quality) and exceed expectations in these areas.
| Author | : Jingsheng Lei |
| Publisher | : Springer |
| Total Pages | : 804 |
| Release | : 2012-09-28 |
| Genre | : Computers |
| ISBN | : 3642334784 |
Download Artificial Intelligence and Computational Intelligence Book in PDF, ePub and Kindle
This volume proceedings contains revised selected papers from the 4th International Conference on Artificial Intelligence and Computational Intelligence, AICI 2012, held in Chengdu, China, in October 2012. The total of 163 high-quality papers presented were carefully reviewed and selected from 724 submissions. The papers are organized into topical sections on applications of artificial intelligence, applications of computational intelligence, data mining and knowledge discovery, evolution strategy, expert and decision support systems, fuzzy computation, information security, intelligent control, intelligent image processing, intelligent information fusion, intelligent signal processing, machine learning, neural computation, neural networks, particle swarm optimization, and pattern recognition.
| Author | : Lanz Chan |
| Publisher | : |
| Total Pages | : 90 |
| Release | : 2015-04-25 |
| Genre | : |
| ISBN | : 9781511895804 |
Download Automated-Trading Strategies with Risk-Cybernetics Book in PDF, ePub and Kindle
This book is not extensive by any means. There are many great books out there but this book is targeted at traders that seek inspiration for enhancing their trading methods. More importantly, this book is for anyone interested in trading as I have utilized mainly free software (FxPro Quant and MT4). Hence, anyone can read this book and learn from scratch to actually start trading with greater winning probabilities. Creating winning trading strategies is complex and hence automation is implemented, but maintaining an automated system can be tedious, and thus, my endeavor to build a self-learning and enhancing system otherwise known technically as a cybernetic system. The process in creating this book has really helped me solidify my ideas, and I sincerely hope for you as well.
| Author | : Robert Arnold Klein |
| Publisher | : Irwin Professional Publishing |
| Total Pages | : 392 |
| Release | : 1995 |
| Genre | : Business & Economics |
| ISBN | : |
Download Virtual Trading Book in PDF, ePub and Kindle
In plain language, Virtual Trading, shows you how to proceed from data collection to system development to actual trading. For traders who want to stay on the cutting edge of market technology, Virtual Trading is a must read. Featuring contributions from the leading experts in the field, Virtual Trading provides in-depth information on every important aspect of artificial intelligence in trading. Highlights include: Synergistic market analysis using neural networks by Lou Mendelsohn; Developing a market-timing system using genetic algorithms by Casimir Klimasauskas; Neural networkds and stock market valuation by John Keal; Applying chaos theory to a neural network by Joseph Shepard; Developing a trading system that uses Al by Mark Jurik; Neural network techniques for time series analysis by Peter Davies.
| Author | : David Edward Goldberg |
| Publisher | : Addison-Wesley Professional |
| Total Pages | : 436 |
| Release | : 1989 |
| Genre | : Computers |
| ISBN | : |
Download Genetic Algorithms in Search, Optimization, and Machine Learning Book in PDF, ePub and Kindle
A gentle introduction to genetic algorithms. Genetic algorithms revisited: mathematical foundations. Computer implementation of a genetic algorithm. Some applications of genetic algorithms. Advanced operators and techniques in genetic search. Introduction to genetics-based machine learning. Applications of genetics-based machine learning. A look back, a glance ahead. A review of combinatorics and elementary probability. Pascal with random number generation for fortran, basic, and cobol programmers. A simple genetic algorithm (SGA) in pascal. A simple classifier system(SCS) in pascal. Partition coefficient transforms for problem-coding analysis.
| Author | : Mohammad Zoynul Abedin |
| Publisher | : Routledge |
| Total Pages | : 259 |
| Release | : 2021-06-20 |
| Genre | : Business & Economics |
| ISBN | : 1000394115 |
Download The Essentials of Machine Learning in Finance and Accounting Book in PDF, ePub and Kindle
• A useful guide to financial product modeling and to minimizing business risk and uncertainty • Looks at wide range of financial assets and markets and correlates them with enterprises’ profitability • Introduces advanced and novel machine learning techniques in finance such as Support Vector Machine, Neural Networks, Random Forest, K-Nearest Neighbors, Extreme Learning Machine, Deep Learning Approaches and applies them to analyze finance data sets • Real world applicable examples to further understanding
