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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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書目詳細資料
發表在:Entropy (Basel)
Main Authors: Liang, Mengxia, Wang, Xiaolong, Wu, Shaocong
格式: Artigo
語言:Inglês
出版: MDPI 2021
主題:
在線閱讀: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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