Q257 : Money Management in Financial Market with Evolutionary Algorithm
Thesis > Central Library of Shahrood University > Computer Engineering > MSc > 2024
Authors:
Abstarct:
The global forex market is a market where various world currencies are exchanged and traded. This market is the largest global financial market and includes transactions of various currencies such as the dollar, euro, Japanese yen, and many others. Capital management in the forex market is of great importance. This concept includes financial planning, risk management, asset selection, trading regulations, and various strategies. The goal of capital management in this market is to preserve the principal capital, increase profits, and reduce losses. Capital management on a triple profit limit causes investors to be careful in their transactions and act baxsed on their goals and risks. This approach leads to greater efficiency in forex transactions and reduces the risks associated with this market.
The present study is a method of capital management in the global forex market. This system model, using evolutionary algorithms, determines the optimal capital management using a multiple profit limit for investment. Evolutionary algorithms are powerful tools that perform optimal search in the problem space using the concept of natural evolution. This research specifically used a model powered by evolutionary algorithms on the coefficients of the distance of each profit limit relative to the current price as an optimization method of capital management that has the best return on investment to maximize profit and minimize loss as a trader’s work method.
In this research, we tried to find the best points for traders to exit their transactions in the global forex market to maximize profit and minimize loss to allocate to capital management, using evolutionary algorithms including genetic optimization algorithm, whale optimization algorithm, gray wolf optimization algorithm we were able to reach a good answer in a much shorter time than a complete search in the search space and after conducting complete and accurate studies and conducting experiments on capital management with evolutionary algorithms in the forex market, we were able to get our transactions out of loss-making and receive a profit from 2 percent to 30 percent in various trading ranges.
Keywords:
#Money management #Forex #Artificial intelligence #Evolutionary algorithms #Optimization #Investment Keeping place: Central Library of Shahrood University
Visitor:
Visitor: