Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks

Jangmin O, Jae-Won Lee, Sung-Bae Park, Byoung-Tak Zhang. Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks. In Zheng Rong Yang, Richard M. Everson, Hujun Yin, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2004, 5th International Conference, Exeter, UK, August 25-27, 2004, Proceedings. Volume 3177 of Lecture Notes in Computer Science, pages 794-799, Springer, 2004. [doi]

@inproceedings{OLPZ04,
  title = {Stock Trading by Modelling Price Trend with Dynamic Bayesian Networks},
  author = {Jangmin O and Jae-Won Lee and Sung-Bae Park and Byoung-Tak Zhang},
  year = {2004},
  url = {http://springerlink.metapress.com/openurl.asp?genre=article&issn=0302-9743&volume=3177&spage=794},
  researchr = {https://researchr.org/publication/OLPZ04},
  cites = {0},
  citedby = {0},
  pages = {794-799},
  booktitle = {Intelligent Data Engineering and Automated Learning - IDEAL 2004, 5th International Conference, Exeter, UK, August 25-27, 2004, Proceedings},
  editor = {Zheng Rong Yang and Richard M. Everson and Hujun Yin},
  volume = {3177},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {3-540-22881-0},
}