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

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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]

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