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Detección de patrones en alta frecuencia en USDCOP PDF Imprimir Correo
Columnistas / Bloggers - A FONDO, por Jaime Niño Peña.
Martes, 12 de Julio de 2016 15:27

El enlace permite descargar el paper "Detecting Informative Patterns in Financial Market Trends based on Visual Analysis", en el cual fuí colaborador y que se encuentra publicado en ScienceDirect.

 El abstract es el siguiente: "This paper presents a graphical representation that fully depicts the price-time-volume dynamics in a Limit Order Book (LOB). Based on this pattern representation, a clustering technique is applied to predict market trends. The clustering technique is tested on information from the USD/COP market. Competitive trend prediction results were found, and a benchmark for future extensions was settled."

 Espero sea de su agrado e interés.