Reforming the Course of Financial Time Series with Deep Learning Models: evidence from quantile regression - researchr publication authors

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Wang Gao, Linlin Zhang, Qian Cao. Reforming the Course of Financial Time Series with Deep Learning Models: evidence from quantile regression. In 6th International Conference on Data Science and Information Technology, DSIT 2023, Shanghai, China, July 28-30, 2023. pages 249-254, IEEE, 2023. [doi]

This author has not been identified. Look up 'Wang Gao' in GoogleThis author has not been identified. Look up 'Linlin Zhang' in GoogleThis author has not been identified. Look up 'Qian Cao' in Google

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