This study proposes a multi-currencies trading algorithm that applies a stock-trading algorithm to the foreign exchange (FX) market. Our algorithm applies a principal component analysis and artificial neural networks to produce an induced classifier from the FX market. Our algorithm yields reasonable profits. In addition, we discuss a basic procedure that the currency-trading algorithm must follow.
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All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Computer Vision and Pattern Recognition
- Artificial Intelligence