Javier Sandoval, Germán Hernández. Learning of Natural Trading Strategies on Foreign Exchange High-Frequency Market Data Using Dynamic Bayesian Networks. In Petra Perner, editor, Machine Learning and Data Mining in Pattern Recognition - 10th International Conference, MLDM 2014, St. Petersburg, Russia, July 21-24, 2014. Proceedings. Volume 8556 of Lecture Notes in Computer Science, pages 408-421, Springer, 2014. [doi]
Abstract is missing.