A prediction model for high-frequency financial time series - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

Ricardo de A. Araújo, Adriano L. I. de Oliveira, Silvio Meira. A prediction model for high-frequency financial time series. In 2015 International Joint Conference on Neural Networks, IJCNN 2015, Killarney, Ireland, July 12-17, 2015. pages 1-8, IEEE, 2015. [doi]

This author has not been identified. Look up 'Ricardo de A. Araújo' in GoogleThis author has not been identified. Look up 'Adriano L. I. de Oliveira' in GoogleThis author has not been identified. Look up 'Silvio Meira' in Google

runs on WebDSL