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]
@inproceedings{ChatignyCPW18,
title = {A Variable-Order Regime Switching Model to Identify Significant Patterns in Financial Markets},
author = {Philippe Chatigny and Rongbo Chen and Jean-Marc Patenaude and Shengrui Wang},
year = {2018},
doi = {10.1109/ICDM.2018.00106},
url = {https://doi.org/10.1109/ICDM.2018.00106},
researchr = {https://researchr.org/publication/ChatignyCPW18},
cites = {0},
citedby = {0},
pages = {887-892},
booktitle = {IEEE International Conference on Data Mining, ICDM 2018, Singapore, November 17-20, 2018},
publisher = {IEEE Computer Society},
isbn = {978-1-5386-9159-5},
}