A colored Petri Net for stock trading signal detection

Po-Yuan Shih, Dong-Her Shih, An-Chung Liu. A colored Petri Net for stock trading signal detection. In IEEE Congress on Evolutionary Computation, CEC 2016, Vancouver, BC, Canada, July 24-29, 2016. pages 4551-4554, IEEE, 2016. [doi]

@inproceedings{ShihSL16-0,
  title = {A colored Petri Net for stock trading signal detection},
  author = {Po-Yuan Shih and Dong-Her Shih and An-Chung Liu},
  year = {2016},
  doi = {10.1109/CEC.2016.7744369},
  url = {http://dx.doi.org/10.1109/CEC.2016.7744369},
  researchr = {https://researchr.org/publication/ShihSL16-0},
  cites = {0},
  citedby = {0},
  pages = {4551-4554},
  booktitle = {IEEE Congress on Evolutionary Computation, CEC 2016, Vancouver, BC, Canada, July 24-29, 2016},
  publisher = {IEEE},
  isbn = {978-1-5090-0623-6},
}