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Trading System for Australian Dollar

References

Tenti, Paolo, 1996, Forecasting Foreign Exchange Rates using Recurrent Neural Networks, Applied Artificial Intelligence 10, pp. 567-581.

Brock, William and Lakonishok, Josef and Lebaron, Blake, 1992, Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, The Journal of Finance, Vol XLVII, no. 5, December 1992.

Trippi, Robert R. and Turban, Efraim (eds) 1996, Neural Networks in Finance and Investing: Using Artificial Intelligence to improve Real-world Performance, (Irwin Professional Publishing Co, USA)

Mehta, Mahendra, 1998, Neural Network directed Trading in Financial Markets using High Frequency Data, Neural Network World 2/98, pp 167-179.

Kim, Daijin, 1997, "Forecasting Time Series with Genetic Fuzzy Predictor Ensemble", IEEE Transactions on Fuzzy Systems Vol 5, No. 4, Nov 1997, pp. 523-535.

Box, George E. P. and Jenkins, Gwilym M., 1976, Time Series Analysis: Forecasting and Control, (Holden Day Inc, USA)

Plummer, Tony, 1990, Forecasting Financial Market: The Truth behind Technical Analysis, (Kogan Page, U.K.)

Le Beau, Charles and Lucas, David W. 1992, Technical Traders Guide to Computer Analysis of the Futures Market, (Business One Irwin, USA)

Murphy, J. J., 1986, Technical Analysis of the Futures Market: A Comprehensive Guide to Trading Methods and Applications, (New York Institute of Finance, A Prentice-Hall Company)

O’Loughlin, Tony, 1999, "Dollar caught between falling gold, rising oil prices", Sydney Morning Herald, 23 March 1999

Colebatch, Tim, 1998, "The Story so far…The Australian Dollar", The Age, Monday 31 August 1998.

Tilley, Dennis, 1998, "Moving Averages with Support and Resistance", Technical Analysis of Stocks and Commodities", September 1998.

Tsoi, A. C., Tan, C. N. W. and Lawrence, S., 1993, "Financial Time Series Forecasting: Application of Artificial Neural Network Techniques", Department of Electrical and Computer Engineering, University of Queensland St. Lucia and School of Information Technology, Bond University.

Tan, C. N. W., 1997, "Artificial Neural Networks: A Financial Tool as Applied in an OECD Financial Market", School of Information Technology, Bond University.

Malkiel, Burton G., 1990, "A Random Walk Down Wall Street – Including a Life-Cycle Guide to Personal Investing", W&W Norton and Company, 1990

Vince, Ralph, 1990, "Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets", John Wiley & Sons, Inc

Prof. Clarence N W Tan and Herlina Dihardjo

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