Hujun Yin, He Ni. Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series. In Cesare Alippi, Marios M. Polycarpou, Christos Panayiotou, Georgios Ellinas, editors, Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I. Volume 5768 of Lecture Notes in Computer Science, pages 577-586, Springer, 2009. [doi]
@inproceedings{YinN09-0,
title = {Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series},
author = {Hujun Yin and He Ni},
year = {2009},
doi = {10.1007/978-3-642-04274-4_60},
url = {http://dx.doi.org/10.1007/978-3-642-04274-4_60},
tags = {meta-model, modeling, Meta-Environment},
researchr = {https://researchr.org/publication/YinN09-0},
cites = {0},
citedby = {0},
pages = {577-586},
booktitle = {Artificial Neural Networks - ICANN 2009, 19th International Conference, Limassol, Cyprus, September 14-17, 2009, Proceedings, Part I},
editor = {Cesare Alippi and Marios M. Polycarpou and Christos Panayiotou and Georgios Ellinas},
volume = {5768},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-642-04273-7},
}