Very interesting topic. I made some studies on this matter a few months ago. But I did not finish this work; the procedures are long and take a long time.
However, I believe it is a very promising field of research.
I attach two links, from which I extrapolated the basic material from which to start to move the first steps.
I hope they can be useful.
https://www.forexfactory.com/showthread.php?t=298216
https://www.forexfactory.com/showthread.php?t=230828
