A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation

Min Gan, Long Chen, Chun-Yang Zhang, Hui Peng. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation. IEEE Access, 4:8035-8043, 2016. [doi]

@article{GanCZP16,
  title = {A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation},
  author = {Min Gan and Long Chen and Chun-Yang Zhang and Hui Peng},
  year = {2016},
  doi = {10.1109/ACCESS.2016.2626720},
  url = {http://dx.doi.org/10.1109/ACCESS.2016.2626720},
  researchr = {https://researchr.org/publication/GanCZP16},
  cites = {0},
  citedby = {0},
  journal = {IEEE Access},
  volume = {4},
  pages = {8035-8043},
}