Correlating Twitter with the stock market through non-Gaussian SVAR.
https://doi.org/10.1109/ICACI.2016.7449835
@inproceedings{DBLP:conf/icaci/TanLZT16,
author = {Shaohua Tan and
Xinhai Liu and
Shuai Zhao and
Yunhai Tong},
title = {Correlating Twitter with the stock market through non-Gaussian {SVAR}},
booktitle = {Eighth International Conference on Advanced Computational Intelligence,
{ICACI} 2016, Chiang Mai, Thailand, February 14-16, 2016},
pages = {257--264},
publisher = {{IEEE}},
year = {2016},
url = {https://doi.org/10.1109/ICACI.2016.7449835},
doi = {10.1109/ICACI.2016.7449835},
timestamp = {Wed, 16 Oct 2019 14:14:55 +0200},
biburl = {https://dblp.org/rec/conf/icaci/TanLZT16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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