@article{(Open Science Index):https://publications.waset.org/pdf/692,
	  title     = {The Use of Dynamically Optimised High Frequency Moving Average Strategies for Intraday Trading},
	  author    = {Abdalla Kablan and  Joseph Falzon},
	  country	= {},
	  institution	= {},
	  abstract     = {This paper is motivated by the aspect of uncertainty in
financial decision making, and how artificial intelligence and soft
computing, with its uncertainty reducing aspects can be used for
algorithmic trading applications that trade in high frequency.
This paper presents an optimized high frequency trading system that
has been combined with various moving averages to produce a hybrid
system that outperforms trading systems that rely solely on moving
averages. The paper optimizes an adaptive neuro-fuzzy inference
system that takes both the price and its moving average as input,
learns to predict price movements from training data consisting of
intraday data, dynamically switches between the best performing
moving averages, and performs decision making of when to buy or
sell a certain currency in high frequency.},
	    journal   = {International Journal of Economics and Management Engineering},
	  volume    = {6},
	  number    = {8},
	  year      = {2012},
	  pages     = {2052 - 2058},
	  ee        = {https://publications.waset.org/pdf/692},
	  url   	= {https://publications.waset.org/vol/68},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 68, 2012},
	}