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Editor-in-chief

 
Faculty of Science, University of Brunei Darussalam, Brunei Darussalam   
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IJIEE 2012 Vol.2(4): 560-564 ISSN: 2010-3719
DOI: 10.7763/IJIEE.2012.V2.161

Automatic Tuning for FOREX Trading System Using Fuzzy Time Series

Kraimon Maneesilp and Pitikhate Sooraksa
Abstract—Efficiency of the automatic currency trading system is time dependent due to using fixed parameters which are most effective in specific period of time. This paper presents a method of optimizing automatic currency trading system by adjusting its time variant parameters using fuzzy time-series forecasting to predict the trend of parameters. Improved prediction for two sets of time series forecasting with fuzzy relations is also illustrated.

Index Terms—Fuzzy time-series, forecast, foreign exchange, FOREX.

Kraimon Maneesilp is with the School of Computer Engineering Faculty of Engineering, King Mongkut’s Institute of Technology Ladkrabang, Ladkrabang, Bangkok, Thailand (kraimon@hotmail.com). 
Pitikhate Sooraksa is with the School of Computer Engineering and Information Science, Faculty of Engineering, King Mongkut’s Institute of Technology Ladkrabang, Ladkrabang, Bangkok, Thailand.

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Cite: Kraimon Maneesilp and Pitikhate Sooraksa, "Automatic Tuning for FOREX Trading System Using Fuzzy Time Series," International Journal of Information and Electronics Engineering vol. 2, no. 4, pp. 560-564, 2012.

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