The most straightforward approach to this project would have the exchange rates serve directly as input into the rule-based system. The performance of your system will be calculated as follows. This test will be the basis of an informal competition among the different groups, and will not have any effect on your project grade. However, your system must be able to handle this new data and generate appropriate actions. A listing of suggested trades for the time period 1996-1998.
Transaction costs enter the model as follows.