TY  - JOUR
AU  - Fernández-Pérez, Adrian
AU  - Fernández-Rodríguez, Fernando
AU  - Sosvilla Rivero, Simón Javier
PY  - 2012
DO  - 10.4236/ti.2012.33025
SN  - 2150-4067
UR  - https://hdl.handle.net/20.500.14352/43000
T2  - Technology and Investment
AB  - We develop a genetic algorithm that is able to find the optimal sequence of exchange rates that maximizes arbitrage profits with more than three currencies, being both the triangular arbitrage and the direct exchange rate two special cases of the...
LA  - eng
M2  - 181
PB  - Scientific Research Publishing
KW  - Arbitrage
KW  - Foreign Exchange Market
KW  - Genetic Algorithm.
TI  - Genetic Algorithm for Arbitrage with More than Three Currencies
TY  - journal article
VL  - 3
ER  -