{"title":"自主外汇交易代理","authors":"Wang Ye, Wang Duo","doi":"10.1145/3373419.3373436","DOIUrl":null,"url":null,"abstract":"In this paper we describe an infrastructure for implementing autonomous Forex trading agents without human supervision; the agents are based on traditional trading strategies including ARIMA+GARCH, Kalman Filter, expert system, empirical experiences, etc. the infrastructure of combined above strategies is rule based, which are capable of implementing traditional trading algorithms, rules of expert systems and empirical experiences from third parties; We used this infrastructure for four major foreign currency pairs trading, i.e. USD/JPY, USD/CHF, EUR/USD, GBP/USD, with daily historical data dated from 1st January 2003 until 31st December 2018; the simulated trading results of the agents show that the suggested infrastructure is profitable and worth further research.","PeriodicalId":352528,"journal":{"name":"Proceedings of the 2019 3rd International Conference on Advances in Image Processing","volume":"23 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Autonomous FOREX Trading Agents\",\"authors\":\"Wang Ye, Wang Duo\",\"doi\":\"10.1145/3373419.3373436\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper we describe an infrastructure for implementing autonomous Forex trading agents without human supervision; the agents are based on traditional trading strategies including ARIMA+GARCH, Kalman Filter, expert system, empirical experiences, etc. the infrastructure of combined above strategies is rule based, which are capable of implementing traditional trading algorithms, rules of expert systems and empirical experiences from third parties; We used this infrastructure for four major foreign currency pairs trading, i.e. USD/JPY, USD/CHF, EUR/USD, GBP/USD, with daily historical data dated from 1st January 2003 until 31st December 2018; the simulated trading results of the agents show that the suggested infrastructure is profitable and worth further research.\",\"PeriodicalId\":352528,\"journal\":{\"name\":\"Proceedings of the 2019 3rd International Conference on Advances in Image Processing\",\"volume\":\"23 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-11-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 2019 3rd International Conference on Advances in Image Processing\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/3373419.3373436\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 2019 3rd International Conference on Advances in Image Processing","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3373419.3373436","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this paper we describe an infrastructure for implementing autonomous Forex trading agents without human supervision; the agents are based on traditional trading strategies including ARIMA+GARCH, Kalman Filter, expert system, empirical experiences, etc. the infrastructure of combined above strategies is rule based, which are capable of implementing traditional trading algorithms, rules of expert systems and empirical experiences from third parties; We used this infrastructure for four major foreign currency pairs trading, i.e. USD/JPY, USD/CHF, EUR/USD, GBP/USD, with daily historical data dated from 1st January 2003 until 31st December 2018; the simulated trading results of the agents show that the suggested infrastructure is profitable and worth further research.
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