Evolution of trading rules for the FX market or How to make money out of GP

In this work we apply genetic programming [1] to the discovery of pro table trading rules for the foreign exchange market. Technical trading rules are quite commonly used by traders in the capital markets [2], and have been under much discussion, since their use contradicts the commonly accepted e cient market hypothesis (e.g., [3]). In the academic literature, technical analysis has often been dismissed as futile, but a number of recent more careful statistical studies have shown

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