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Intraday forex bid/ask spread patterns - Analysis and forecasting

Andrius Paukste, Aistis Raudys. Intraday forex bid/ask spread patterns - Analysis and forecasting. In Proceedings of the 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2013, IEEE Symposium Series on Computational Intelligence (SSCI), 16-19 April 2013, Singapore. pages 118-121, IEEE, 2013. [doi]

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