I am PhD in computer science, and I am pretty much clueless where can I look for good journals or conferences for Forex that talked about its inefficiency. Is there any good journals, conferences that has research papers covering this in a practical way? Or any particular research papers you would recommend?
You could try Market-maker, inventory control and foreign exchange dynamics by Westerhoff and follow the references...
$\begingroup$ Here's a couple more modern papers you might like, with refs: sharks and servers and high freq trading and the new market makers $\endgroup$– rupwebApr 21, 2017 at 7:52
Arguably the top 3 anomalies for FX (at low frequencies, i.e not HFT) are Carry, Momentum and Value, which are found in some markets other than FX as well. There is a vast literature on these.
For Carry I recommend a survey by Swinkels Empirical Evidence on the Currency Carry Trade, 1900-2012
For Momentum in FX this link is good Quantpedia: FX Momentum
"Value" in FX is generally equivalent with Relative Purchasing Power Parity, again Quantpedia has an overview Quantpedia: FX Value - PPP
It is a huge area you ask about, too big to address really without knowing what you are trying to do. If you want a single overview of FX strategies a source also referenced in several of the above links is Levich: A New Look at Currency Investing
One final warning: it is a lot more difficult to put into practice these ideas, and a lot more controversial how well they work, than these references make it seem.