High-order Hidden Markov Model for trend prediction in financial time series | |
Zhang, Mengqi; Jiang, Xin; Fang, Zehua; Zeng, Yue; Xu, Ke | |
刊名 | PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS |
2019 | |
卷号 | 517页码:1-12 |
关键词 | High-order HMM Trend prediction Trading algorithm |
ISSN号 | 0378-4371 |
DOI | 10.1016/j.physa.2018.10.053 |
URL标识 | 查看原文 |
收录类别 | SCIE ; EI |
WOS记录号 | WOS:000456228800001 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5922892 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Zhang, Mengqi,Jiang, Xin,Fang, Zehua,et al. High-order Hidden Markov Model for trend prediction in financial time series[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2019,517:1-12. |
APA | Zhang, Mengqi,Jiang, Xin,Fang, Zehua,Zeng, Yue,&Xu, Ke.(2019).High-order Hidden Markov Model for trend prediction in financial time series.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,517,1-12. |
MLA | Zhang, Mengqi,et al."High-order Hidden Markov Model for trend prediction in financial time series".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 517(2019):1-12. |
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