참고문헌
- A. Abraham, "Analysis of hybrid soft and hard computing techniques for forex monitoring systems," in Proc. 2002 IEEE Int. Conf. Fuzzy Syst., vol. 2, 2002.
- P. S. Gabriel, "How Newspaper-Article-Events, Other Stock Market Indices, and the Foreign Currency Rate Affect the Philippine Stock Market," Asian Economic and Financial Review, vol. 3, no. 4, pp. 423-444, 2013.
- A. Khadjeh Nassirtoussi, S. Aghabozorgi, Y. W. Teh, and D. C. L. Ngo, "Text mining of news-headlines for FOREX market prediction: A Multi-Layer Dimension Reduction Algorithm with Semantics and Sentiment," Expert Systems with Applications, vol. 42, no. 1, pp. 306-324, 2014. https://doi.org/10.1016/j.eswa.2014.08.004
- A. Khadjeh Nassirtoussi, S. Aghabozorgi, Y. W. Teh, and D. C. L Ngo, "Text mining for Market Prediction: A Systematic Review," Expert Systems with Applications, vol. 41, no. 16, pp. 7653-7670, 2014. https://doi.org/10.1016/j.eswa.2014.06.009
- T. Rao and S. Srivastava, "Using Twitter Sentiments and Search Volumes Index to Predict Oil, Gold, Forex and Markets Indices, in Proceedings of the Annual ACM Web Science Conference, pp. 336 - 345, 2012.
- A. Bagheri, H. Mohammadi Peyhani, and M. Akbari, "Financial forecasting using ANFIS networks with Quantum-behaved Particle Swarm Optimization," Expert Syst. Appl., vol. 41, no. 14, pp. 6235-6250, 2014. https://doi.org/10.1016/j.eswa.2014.04.003
- C. J. Neely and P. A. Weller, "Technical analysis in the foreign exchange market," Technical Report No. 2011-001B, 2011.
- S. Schulmeister, "Components of the Profitability of Technical Currency Trading," Applied Financial Economics, vol. 18, no. 1, pp. 917 - 930, 2008. https://doi.org/10.1080/09603100701335416
- S. Pang, L. Song, and N. Kasabov, "Correlation-aided support vector regression for forex time series prediction," Neural Comput. Appl., vol. 20, no. 8, pp. 1193-1203, 2011. https://doi.org/10.1007/s00521-010-0482-5
- P. H. Hsu, M. P. Taylor, and Z. Wang, "Technical Trading: Is it still beating the foreign exchange market?," Journal of International Economics, vol. 102, pp. 188-208, 2016. https://doi.org/10.1016/j.jinteco.2016.03.012
- H. T. Wong, "Exchange rate forecast: A note," J. Stock Forex Trading, vol. 2, no. 2, 2013.
- E. A. Gerlein, M. McGinnity, A. Belatreche, S. Coleman, "Evaluating machine learning classification for financial trading: An empirical approach," Expert Systems with Applications, vol. 54, pp.193-207, 2016. https://doi.org/10.1016/j.eswa.2016.01.018
- J. Yao and C. L. Tan, "A case study on using neural networks to perform technical forecasting of forex," Neurocomputing, vol. 34, no. 1, pp. 79-98, 2000. https://doi.org/10.1016/S0925-2312(00)00300-3
- A. Emam, "Optimal artificial neural network topology for foreign exchange forecasting," in Proc. 46th Annual Southeast Regional Conference on XX, pp. 63-68, 2008.
- T. Zafeiriou and D. Kalles, "Short-term trend prediction of foreign exchange rates with a Neural- Network based ensemble of financial technical indicators," Int. J. Artif. Intell. Tools, vol. 22, no. 3, p. 1350016, 2013. https://doi.org/10.1142/S0218213013500164
- K. Slany, "Towards the automatic evolutionary prediction of the FOREX market behaviour," in Proc. 2009 International Conference on Adaptive and Intelligent Systems, pp. 141-145, 2009.
- K. Theofilatos, S. Likothanassis, and A. Karathanasopoulos, "Modeling and trading the EUR/USD exchange rate using machine learning techniques," Eng. Technol. Appl. Sci. Res., vol. 2, no. 5, pp. 269-272, 2012.
- M. Ozturk, I. H. Toroslu, G. Fidan, "Heuristic based trading system on Forex data using technical indicator rules," Applied Soft Computing, vol. 43, pp. 170-186, 2016. https://doi.org/10.1016/j.asoc.2016.01.048
- S. M. Fahimifard, M. Homayounifar, M. Sabouhi, and A. R. Moghaddamnia, "Comparison of ANFIS, ANN, GARCH and ARIMA Techniques to Exchange Rate Forecasting," J. Appl. Sci., vol. 9, no. 20, pp. 3641- 3651, 2009. https://doi.org/10.3923/jas.2009.3641.3651
- A. A. Baasher and M. W. Fakhr, "Forex trend classification using machine learning techniques," in Proc. 11th WSEAS International Conference on Applied Computer Science, pp. 41-47, 2011.
- R. F. B. De Brito and A. L. I. Oliveira, "A foreign exchange market trading system by combining GHSOM and SVR," in Proc. 2012 International Joint Conference on Neural Networks (IJCNN), pp. 1-7, 2012.
- R. F. B. De Brito and A. L. I. Oliveira, "Comparative study of FOREX trading systems built with SVR+GHSOM and Genetic Algorithms optimization of technical indicators," in Proceedings of the 2012 IEEE 24th International Conference on Tools with Artificial Intelligence, 2012, vol. 1, pp. 351-358, 2012.
- C. Gallo, "The forex market in practice: A computing approach for automated trading strategies," Int. J. Econ. Manag. Sci., vol. 3, no. 1, 2014.
- "OANDA" https://www.oanda.com.
- R. M. C. Pinto and J. C. M. Silva, "Strategic methods for automated trading in forex," in Proc. 12th International Conference on Intelligent Systems Design and Applications (ISDA), pp. 34-39, 2012.
- "IQ option" https://iqoption.com/en.
- "FxPro MT4 (Metatrader4) WebTrader" http://www.fxpro.co.uk/trading/platforms/mt4/web.
- "CQG" http://partners.cqg.com, August, 2017.
- "Ensign Windows" http://www.ensignsoftware.com, Aug., 2017.
- "MetaStock" https://www.metastock.com.
- "MetaTrader" https://www.metatrader5.com/en.
- "MultiCharts" https://www.multicharts.com.
- "NeoTicker" Available: http://www.tickquest.com.
- "NinjaTrader" Available: http://ninjatrader.com.
- "SierraChart" https://www.sierrachart.com.
- "TradeDecision" http://www.tradecision.com.
- "TradeStation" http://www.tradestation.com.
- "Wealth-Lab" https://www.wealth-lab.com.