[PDF][PDF] Forex Daytrading Strategy: An Application of the Gaussian Mixture Model to Marginalized Currency pairs Stratégie en Daytrading sur le Forex: Une Application …

YJN Ngoyi, E Ngongang - nous, 2023 - researchgate.net
Abstract: In this article, we build a Daytrading strategy by applying a Gaussian Mixture Model
(GMM) to so-called “marginalized” African currency pairs. With a sample of data covering the …

[CITATION][C] Forex Daytrading Strategy: An Application of the Gaussian Mixture Model to Marginalized Currency pairs

YJN Ngoyi, E Ngongang - 2023