CORC  > 北京航空航天大学
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
DOI10.1016/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.
个性服务
查看访问统计
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。


©版权所有 ©2017 CSpace - Powered by CSpace