A prediction model for high-frequency financial time series

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]

@inproceedings{AraujoOM15-1,
  title = {A prediction model for high-frequency financial time series},
  author = {Ricardo de A. Araújo and Adriano L. I. de Oliveira and Silvio Meira},
  year = {2015},
  doi = {10.1109/IJCNN.2015.7280487},
  url = {http://dx.doi.org/10.1109/IJCNN.2015.7280487},
  researchr = {https://researchr.org/publication/AraujoOM15-1},
  cites = {0},
  citedby = {0},
  pages = {1-8},
  booktitle = {2015 International Joint Conference on Neural Networks, IJCNN 2015, Killarney, Ireland, July 12-17, 2015},
  publisher = {IEEE},
  isbn = {978-1-4799-1960-4},
}