Reference Book

Evaluating machine learning classification for financial trading: an empirical approach[1]

Neuro-evolutionary system for FOREX trading[2]

Deep Learning for Financial Time Series Forecasting in A-Trader System[3]

Deep Networks for Predicting Direction of Change in Foreign Exchange Rates[4]

Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading
System[5]

Comparison of algorithms in Foreign Exchange Rate Prediction[6]

Forecasting of Forex Time Series Data Based on Deep Learning[7]

Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High Frequency
Trading Systems[8]

Predictive Power of Adaptive Candlestick Patterns in Forex Market. EURUSD Case[9]

Machine Learning Classification and Regression Models for Predicting Directional Changes Trend
Reversal in FX Markets[10]

References:

[1] E. A. Gerlein, M. McGinnity, A. Belatreche, and S. Coleman, “Evaluating machine learning

classification for financial trading: An empirical approach,” Expert Systems with Applications, vol. 54,
pp. 193–207, Jul. 2016, doi: 10.1016/j.eswa.2016.01.018.
[2] J. Mandziuk and P. Rajkiewicz, “Neuro-evolutionary system for FOREX trading,” in 2016 IEEE
Congress on Evolutionary Computation (CEC), Vancouver, BC, Canada, Jul. 2016, pp. 4654–4661. doi:
10.1109/CEC.2016.7744384.
[3] J. Korczak and M. Hernes, “Deep Learning for Financial Time Series Forecasting in A-Trader System,”
Sep. 2017, pp. 905–912. doi: 10.15439/2017F449.
[4] S. Galeshchuk and S. Mukherjee, “Deep networks for predicting direction of change in foreign
exchange rates,” Intell Sys Acc Fin Mgmt, vol. 24, no. 4, pp. 100–110, Oct. 2017, doi:
10.1002/isaf.1404.
[5] D. Vezeris, T. Kyrgos, and C. Schinas, “Take Profit and Stop Loss Trading Strategies Comparison in
Combination with an MACD Trading System,” JRFM, vol. 11, no. 3, p. 56, Sep. 2018, doi:
10.3390/jrfm11030056.
[6] S. Ranjit, S. Shrestha, S. Subedi, and S. Shakya, “Comparison of algorithms in Foreign Exchange Rate
Prediction,” in 2018 IEEE 3rd International Conference on Computing, Communication and Security
(ICCCS), Kathmandu, Oct. 2018, pp. 9–13. doi: 10.1109/CCCS.2018.8586826.
[7] L. Ni, Y. Li, X. Wang, J. Zhang, J. Yu, and C. Qi, “Forecasting of Forex Time Series Data Based on Deep
Learning,” Procedia Computer Science, vol. 147, pp. 647–652, 2019, doi:
10.1016/j.procs.2019.01.189.
[8] F. Rundo, “Deep LSTM with Reinforcement Learning Layer for Financial Trend Prediction in FX High
Frequency Trading Systems,” Applied Sciences, vol. 9, no. 20, p. 4460, Oct. 2019, doi:
10.3390/app9204460.
[9] I. Orquín-Serrano, “Predictive Power of Adaptive Candlestick Patterns in Forex Market. Eurusd
Case,” Mathematics, vol. 8, no. 5, p. 802, May 2020, doi: 10.3390/math8050802.
[10] A. Adegboye and M. Kampouridis, “Machine learning classification and regression models for
predicting directional changes trend reversal in FX markets,” Expert Systems with Applications, vol.
173, p. 114645, Jul. 2021, doi: 10.1016/j.eswa.2021.114645.