Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets

Chandima Tilakaratne, Musa A. Mammadov, Sidney A. Morris. Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets. In Peter Christen, Paul J. Kennedy, Jiuyong Li, Inna Kolyshkina, Graham J. Williams, editors, Data Mining and Analytics 2007, Proceedings of the Sixth Australasian Data Mining Conference (AusDM 2007), Gold Coast, Queensland, Australia, December 3-4, 2007, Proceedings. Volume 70 of CRPIT, pages 171-179, Australian Computer Society, 2007. [doi]

@inproceedings{TilakaratneMM07,
  title = {Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets},
  author = {Chandima Tilakaratne and Musa A. Mammadov and Sidney A. Morris},
  year = {2007},
  url = {http://crpit.com/abstracts/CRPITV70Tilakaratne.html},
  researchr = {https://researchr.org/publication/TilakaratneMM07},
  cites = {0},
  citedby = {0},
  pages = {171-179},
  booktitle = {Data Mining and Analytics 2007, Proceedings of the Sixth Australasian Data Mining Conference (AusDM 2007), Gold Coast, Queensland, Australia, December 3-4, 2007, Proceedings},
  editor = {Peter Christen and Paul J. Kennedy and Jiuyong Li and Inna Kolyshkina and Graham J. Williams},
  volume = {70},
  series = {CRPIT},
  publisher = {Australian Computer Society},
  isbn = {978-1-920682-51-4},
}