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]
@inproceedings{GaoZC23a,
title = {Reforming the Course of Financial Time Series with Deep Learning Models: evidence from quantile regression},
author = {Wang Gao and Linlin Zhang and Qian Cao},
year = {2023},
doi = {10.1109/DSIT60026.2023.00045},
url = {https://doi.org/10.1109/DSIT60026.2023.00045},
researchr = {https://researchr.org/publication/GaoZC23a},
cites = {0},
citedby = {0},
pages = {249-254},
booktitle = {6th International Conference on Data Science and Information Technology, DSIT 2023, Shanghai, China, July 28-30, 2023},
publisher = {IEEE},
isbn = {979-8-3503-0444-2},
}