Handling Concept Drift in Financial Time Series Data: Recurrent Xavier On-line Sequential Extreme Learning Machine

Zongying Liu, Wenru Zhang, Hui Sun, Shaoxi Li, Hangqi Li. Handling Concept Drift in Financial Time Series Data: Recurrent Xavier On-line Sequential Extreme Learning Machine. In Proceedings of the 2022 5th International Conference on Signal Processing and Machine Learning, SPML 2022, Dalian, China, August 4-6, 2022. pages 82-87, ACM, 2022. [doi]

@inproceedings{LiuZSLL22,
  title = {Handling Concept Drift in Financial Time Series Data: Recurrent Xavier On-line Sequential Extreme Learning Machine},
  author = {Zongying Liu and Wenru Zhang and Hui Sun and Shaoxi Li and Hangqi Li},
  year = {2022},
  doi = {10.1145/3556384.3556397},
  url = {https://doi.org/10.1145/3556384.3556397},
  researchr = {https://researchr.org/publication/LiuZSLL22},
  cites = {0},
  citedby = {0},
  pages = {82-87},
  booktitle = {Proceedings of the 2022 5th International Conference on Signal Processing and Machine Learning, SPML 2022, Dalian, China, August 4-6, 2022},
  publisher = {ACM},
  isbn = {978-1-4503-9691-2},
}