Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Tensor representation in high-frequency financial data for price change prediction. In 2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017. pages 1-7, IEEE, 2017. [doi]
@inproceedings{TranMKGI17,
title = {Tensor representation in high-frequency financial data for price change prediction},
author = {Dat Thanh Tran and Martin Magris and Juho Kanniainen and Moncef Gabbouj and Alexandros Iosifidis},
year = {2017},
doi = {10.1109/SSCI.2017.8280812},
url = {https://doi.org/10.1109/SSCI.2017.8280812},
researchr = {https://researchr.org/publication/TranMKGI17},
cites = {0},
citedby = {0},
pages = {1-7},
booktitle = {2017 IEEE Symposium Series on Computational Intelligence, SSCI 2017, Honolulu, HI, USA, November 27 - Dec. 1, 2017},
publisher = {IEEE},
isbn = {978-1-5386-2726-6},
}