Decision support system for risk management in forex trading

Pao Yue-kong Library Electronic Theses Database

Decision support system for risk management in forex trading

 

Author: Lo, Chi-sang
Title: Decision support system for risk management in forex trading
Degree: M.Sc.
Year: 1997
Subject: Foreign exchange
Risk management
Decision support systems
Hong Kong Polytechnic University -- Dissertations
Department: Multi-disciplinary Studies
Pages: 1 v. (various pagings) : ill. ; 30 cm
Language: English
InnoPac Record: http://library.polyu.edu.hk/record=b1404046
URI: http://theses.lib.polyu.edu.hk/handle/200/2801
Abstract: There are many theories and formulas to deal with the topic of risk management in forex trading. Most of these theories are very sophisticated, but they only focus on two common key points which are how to find out formulas to correctly predict the price of the forex market and how to apply statistical methods to calculate the value at risk. In this dissertation, the author also concentrates on the point of price prediction. However, the author not only uses the traditional methods, but also combines these traditional theories with the technique of artificial intelligence to find out a new point of view for this issue. In this dissertation, the author will develop a system, namely 'RMFT', and apply the rules of several traditional methods to analyze the market risk. And then the author forms a case to represent the current market situation according to the analysis results of traditional methods. After that, RMFT search the case table to get a final integrated risk level. Moreover, RMFT also update the case table by learning the movement of the market price. For the development of RMFT, the author uses the client/server concept with a set of relational data tables to implement the system for an open platform environment.

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