Development of Trading Systems using Genetic Programming with a Case Study

Diploma Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,7, University of Hamburg (Department Informatik), language: English, abstract: In this thesis Genetic Programming 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 u...