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USD/CAD Strategy Build in R Using Data Mining and Naive Bayes Algorithm
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Here is a link to a better formatted version: https://inovancetech.com/arlstrat.html
In this post we will explore a particular type of data mining called association rule learning and use it to build a basic strategy for the USD/CAD.
Here are the rules we discovered in the end:
Long Rules
Short Rules
Click on the link above to get all the details on how we arrived there in R.