Rongbo Chen, Kunpeng Xu 0002, Jean-Marc Patenaude, Shengrui Wang. Dynamic Cross-sectional Regime Identification for Financial Market Prediction. In Hong Va Leong, Sahra Sedigh Sarvestani, Yuuichi Teranishi, Alfredo Cuzzocrea, Hiroki Kashiwazaki, Dave Towey, Ji-Jiang Yang, Hossain Shahriar, editors, 46th IEEE Annual Computers, Software, and Applications Conferenc, COMPSAC 2022, Los Alamitos, CA, USA, June 27 - July 1, 2022. pages 295-300, IEEE, 2022. [doi]
@inproceedings{ChenXPW22,
title = {Dynamic Cross-sectional Regime Identification for Financial Market Prediction},
author = {Rongbo Chen and Kunpeng Xu 0002 and Jean-Marc Patenaude and Shengrui Wang},
year = {2022},
doi = {10.1109/COMPSAC54236.2022.00049},
url = {https://doi.org/10.1109/COMPSAC54236.2022.00049},
researchr = {https://researchr.org/publication/ChenXPW22},
cites = {0},
citedby = {0},
pages = {295-300},
booktitle = {46th IEEE Annual Computers, Software, and Applications Conferenc, COMPSAC 2022, Los Alamitos, CA, USA, June 27 - July 1, 2022},
editor = {Hong Va Leong and Sahra Sedigh Sarvestani and Yuuichi Teranishi and Alfredo Cuzzocrea and Hiroki Kashiwazaki and Dave Towey and Ji-Jiang Yang and Hossain Shahriar},
publisher = {IEEE},
isbn = {978-1-6654-8810-5},
}