Artficial Immune Systems and Their Applications
Artficial Immune Systems and Their Applications
Artificial Immune Systems: A New Computational Intelligence Paradigm
Artificial Immune Systems: A New Computational Intelligence Paradigm
Self-Nonself Discrimination in a Computer
SP '94 Proceedings of the 1994 IEEE Symposium on Security and Privacy
Immunity-Based Systems
Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
Biologically Inspired Algorithms for Financial Modelling (Natural Computing Series)
ICARIS '08 Proceedings of the 7th international conference on Artificial Immune Systems
Immunological Computation: Theory and Applications
Immunological Computation: Theory and Applications
Natural Computing in Computational Finance: Volume 2
Natural Computing in Computational Finance: Volume 2
On the impact of the metrics choice in SOM learning: some empirical results from financial data
KES'10 Proceedings of the 14th international conference on Knowledge-based and intelligent information and engineering systems: Part III
Natural Computing in Computational Finance
Natural Computing in Computational Finance
Learning and optimization using the clonal selection principle
IEEE Transactions on Evolutionary Computation
Computational learning techniques for intraday FX trading using popular technical indicators
IEEE Transactions on Neural Networks
A neuro-evolutionary approach to intraday financial modeling
EvoApplications'12 Proceedings of the 2012t European conference on Applications of Evolutionary Computation
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This paper introduces a trading system where decisions are driven by an algorithm belonging to the class of Artificial Immune Systems (AIS). In practice, the system we have built operates according to a two-steps procedure, where, in the first stage, the Negative Selection Algorithm (NSA) runs on historical values of the financial timeseries, while in the second phase, at each time t the outcomes of the NSA are merged into a decision support system that uses them to suggest an active trading position (long, short or standby, i.e.: buy, sell, or doing nothing) at time t + 1. The effectiveness of the procedure is examined using intraday data from the FOReign EXchange market (FOREX), and the results are evaluated mainly under the financial profile by means of typical indicators of financial performances. At the present time, the results suggest that the procedure can be proficiently used especially during downward periods of the market (descending prices), to hedge investors from the probability of higher drawdown.