Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit

Edward Tsang, Jun Chen. Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit. IEEE Trans. Emerging Topics in Comput. Intellig., 2(3):185-193, 2018. [doi]

@article{TsangC18,
  title = {Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit},
  author = {Edward Tsang and Jun Chen},
  year = {2018},
  doi = {10.1109/TETCI.2017.2775235},
  url = {https://doi.org/10.1109/TETCI.2017.2775235},
  researchr = {https://researchr.org/publication/TsangC18},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Emerging Topics in Comput. Intellig.},
  volume = {2},
  number = {3},
  pages = {185-193},
}