Multivariate Dynamic Kernels for Financial Time Series Forecasting

Mauricio Peña, Argimiro Arratia, Lluís Belanche. Multivariate Dynamic Kernels for Financial Time Series Forecasting. In Alessandro E. P. Villa, Paolo Masulli, Antonio Javier Pons Rivero, editors, Artificial Neural Networks and Machine Learning - ICANN 2016 - 25th International Conference on Artificial Neural Networks, Barcelona, Spain, September 6-9, 2016, Proceedings, Part II. Volume 9887 of Lecture Notes in Computer Science, pages 336-344, Springer, 2016. [doi]

Abstract

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