The Prediction of the Financial Time Series Based on Correlation Dimension - researchr publication authors

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Chen Feng, Guangrong Ji, Wencang Zhao, Rui Nian. The Prediction of the Financial Time Series Based on Correlation Dimension. In Lipo Wang, Ke Chen, Yew-Soon Ong, editors, Advances in Natural Computation, First International Conference, ICNC 2005, Changsha, China, August 27-29, 2005, Proceedings, Part I. Volume 3610 of Lecture Notes in Computer Science, pages 1256-1265, Springer, 2005. [doi]

This author has not been identified. Look up 'Chen Feng' in GoogleThis author has not been identified. Look up 'Guangrong Ji' in GoogleThis author has not been identified. Look up 'Wencang Zhao' in GoogleThis author has not been identified. Look up 'Rui Nian' in Google

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