Automatic Tuning for FOREX Trading System Using Fuzzy Time Series
Keywords:
Fuzzy time-series, forecast, foreign exchange, FOREX.Abstract
Efficiency of the automatic currency trading
system is time dependent due to using fixed parameters which are most effective in specific period of time. This paper presents a method of optimizing automatic currency trading system by adjusting its time variant parameters using fuzzy time-series forecasting to predict the trend of parameters. Improved prediction for two sets of time series forecasting with fuzzy relations is also illustrated.
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