Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries

George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos. Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries. Algorithmic Finance, 4(3-4):139-158, 2015. [doi]

Authors

George Tzagkarakis

This author has not been identified. Look up 'George Tzagkarakis' in Google

Juliana Caicedo-Llano

This author has not been identified. Look up 'Juliana Caicedo-Llano' in Google

Thomas Dionysopoulos

This author has not been identified. Look up 'Thomas Dionysopoulos' in Google