Return scaling cross-correlation forecasting by stochastic time strength neural network in financial market dynamics
出版年份 2017 全文链接
标题
Return scaling cross-correlation forecasting by stochastic time strength neural network in financial market dynamics
作者
关键词
Forecast, Cross-correlation, Return scaling, Neural network, Stochastic time strength function, Financial time series
出版物
SOFT COMPUTING
Volume 22, Issue 9, Pages 3097-3109
出版商
Springer Nature
发表日期
2017-03-23
DOI
10.1007/s00500-017-2564-0
参考文献
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