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]
@inproceedings{JiaoC0018,
title = {Analyzing Time Series from Chinese Financial Market Using a Linear-Time Graph Kernel},
author = {Yuhang Jiao and Lixin Cui and Lu Bai 0001 and Yue Wang 0014},
year = {2018},
doi = {10.1007/978-3-319-97785-0_22},
url = {https://doi.org/10.1007/978-3-319-97785-0_22},
researchr = {https://researchr.org/publication/JiaoC0018},
cites = {0},
citedby = {0},
pages = {227-236},
booktitle = {Structural, Syntactic, and Statistical Pattern Recognition - Joint IAPR International Workshop, S+SSPR 2018, Beijing, China, August 17-19, 2018, Proceedings},
editor = {Xiao Bai 0001 and Edwin R. Hancock and Tin Kam Ho and Richard C. Wilson 0001 and Battista Biggio and Antonio Robles-Kelly},
volume = {11004},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-319-97785-0},
}