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A relative value trading system based on a correlation and rough set analysis for the foreign exchange futures market.

Sukjun LeeDavid EnkeYoungmin Kim
Published in: Eng. Appl. Artif. Intell. (2017)
Keyphrases
  • rough sets
  • rough set theory
  • decision rules
  • data analysis
  • data mining
  • machine learning
  • foreign exchange
  • tool for data mining
  • artificial intelligence
  • computer vision
  • decision trees
  • text mining
  • fuzzy rough sets