| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 484136 | Procedia Computer Science | 2016 | 10 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Javier Sandoval, Jaime Nino, German Hernandez, Andrea Cruz,