Using a principal component analysis for multi-currencies-trading in the foreign exchange market

Hyun Woo Byun, Seungho Baek, Jae Joon Ahn, Kyong Joo Oh, Tae-Yoon Kim. Using a principal component analysis for multi-currencies-trading in the foreign exchange market. Intell. Data Anal., 19(3):683-697, 2015. [doi]

Abstract

Abstract is missing.