Browsing Doctorado en Ingeniería - Sistemas y Computación by Author "Hernandez, German Jairo"
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High frequency exchange rate prediction using dynamic bayesian networks over the limit order book information
Sandoval Archila, Javier HernandoAbstract. This work presents a special case of a Dynamic Bayesian Networks (DBN) to capture the USD/COP market sentiment dynamics choosing from uptrend or downtrend latent regimes based on observed feature vector ...Universidad Nacional de Colombia Sede Bogotá Facultad de Ingeniería Departamento de Ingeniería de Sistemas e Industrial Ingeniería de Sistemas.