A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets

Philippe Chatigny, Rongbo Chen, Jean-Marc Patenaude, Shengrui Wang. A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets. In IEEE International Conference on Data Mining, ICDM 2018, Singapore, November 17-20, 2018. pages 887-892, IEEE Computer Society, 2018. [doi]

Abstract

Abstract is missing.