Analyzing Time Series from Chinese Financial Market Using a Linear-Time Graph Kernel

Yuhang Jiao, Lixin Cui, Lu Bai 0001, Yue Wang 0014. Analyzing Time Series from Chinese Financial Market Using a Linear-Time Graph Kernel. In Xiao Bai 0001, Edwin R. Hancock, Tin Kam Ho, Richard C. Wilson 0001, Battista Biggio, Antonio Robles-Kelly, editors, Structural, Syntactic, and Statistical Pattern Recognition - Joint IAPR International Workshop, S+SSPR 2018, Beijing, China, August 17-19, 2018, Proceedings. Volume 11004 of Lecture Notes in Computer Science, pages 227-236, Springer, 2018. [doi]

Abstract

Abstract is missing.