Automated Trading With Genetic Algorithm Neural Network Risk Cybernetics
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Automated Trading With Genetic Algorithm Neural Network Risk Cybernetics
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Author : Lanz Chan
language : en
Publisher:
Release Date : 2015
Automated Trading With Genetic Algorithm Neural Network Risk Cybernetics written by Lanz Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with categories.
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.
Cybernetic Trading Strategies
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Author : Murray A. Ruggiero
language : en
Publisher: John Wiley & Sons
Release Date : 1997-07-01
Cybernetic Trading Strategies written by Murray A. Ruggiero and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-07-01 with Business & Economics categories.
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.
Machine Learning Fully Automated Fx Trading System For Superior Returns With Risk Cybernetics Artificial Intelligence Framework
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Author : Lanz Chan
language : en
Publisher:
Release Date : 2017
Machine Learning Fully Automated Fx Trading System For Superior Returns With Risk Cybernetics Artificial Intelligence Framework written by Lanz Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with categories.
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.
Automated Trading Strategies With Risk Cybernetics
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Author : Lanz Chan
language : en
Publisher:
Release Date : 2015-04-25
Automated Trading Strategies With Risk Cybernetics written by Lanz Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-25 with categories.
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.
Development Of Trading Systems Using Genetic Programming With A Case Study
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Author : Holger Hartmann
language : en
Publisher: GRIN Verlag
Release Date : 2012-03-02
Development Of Trading Systems Using Genetic Programming With A Case Study written by Holger Hartmann and has been published by GRIN Verlag this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-02 with Computers categories.
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.
Artificial Intelligence And Computational Intelligence
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Author : Jingsheng Lei
language : en
Publisher: Springer
Release Date : 2012-09-28
Artificial Intelligence And Computational Intelligence written by Jingsheng Lei and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-28 with Computers categories.
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.
Action Based Quality Management
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Author : Marta Peris-Ortiz
language : en
Publisher: Springer
Release Date : 2014-06-13
Action Based Quality Management written by Marta Peris-Ortiz and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-13 with Business & Economics categories.
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.
Fix Risk Cybernetics Protocol
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Author : Lanz Chan
language : en
Publisher:
Release Date : 2018
Fix Risk Cybernetics Protocol written by Lanz Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
A decentralized and indestructible risk-reduction protocol integrated on the plethora of qualified Blockchains, implementing Genetic-Algorithm Neural-Network (GANN) Risk-Cybernetics powered by Atomic Portfolio Selection (APS) and MVSK Utility Optimization, for autonomous and instantaneous liquidity provision in assets including FX, cryptocurrencies, etc. on an open-source API high-frequency options trading exchange for volatility-arbitrage, delta-neutral and delta-hedged portfolios operated by institutions or individuals.
Genetic Algorithms In Search Optimization And Machine Learning
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Author : David Edward Goldberg
language : en
Publisher: Addison-Wesley Professional
Release Date : 1989
Genetic Algorithms In Search Optimization And Machine Learning written by David Edward Goldberg and has been published by Addison-Wesley Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Computers categories.
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.
Artificial Intelligence And Economic Theory Skynet In The Market
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Author : Tshilidzi Marwala
language : en
Publisher: Springer
Release Date : 2017-09-18
Artificial Intelligence And Economic Theory Skynet In The Market written by Tshilidzi Marwala and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-18 with Computers categories.
This book theoretically and practically updates major economic ideas such as demand and supply, rational choice and expectations, bounded rationality, behavioral economics, information asymmetry, pricing, efficient market hypothesis, game theory, mechanism design, portfolio theory, causality and financial engineering in the age of significant advances in man-machine systems. The advent of artificial intelligence has changed many disciplines such as engineering, social science and economics. Artificial intelligence is a computational technique which is inspired by natural intelligence concepts such as the swarming of birds, the working of the brain and the pathfinding of the ants. Artificial Intelligence and Economic Theory: Skynet in the Market analyses the impact of artificial intelligence on economic theories, a subject that has not been studied. It also introduces new economic theories and these are rational counterfactuals and rational opportunity costs. These ideas are applied to diverse areas such as modelling of the stock market, credit scoring, HIV and interstate conflict. Artificial intelligence ideas used in this book include neural networks, particle swarm optimization, simulated annealing, fuzzy logic and genetic algorithms. It, furthermore, explores ideas in causality including Granger as well as the Pearl causality models.