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A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not suffi...

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Bibliografische gegevens
Gepubliceerd in:Entropy (Basel)
Hoofdauteurs: Liang, Mengxia, Wang, Xiaolong, Wu, Shaocong
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: MDPI 2021
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC8226635/
https://ncbi.nlm.nih.gov/pubmed/34201379
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23060731
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