Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information.
https://doi.org/10.1016/j.neucom.2014.04.043
@article{DBLP:journals/ijon/LiHDZ14,
author = {Xiaodong Li and
Xiaodi Huang and
Xiaotie Deng and
Shanfeng Zhu},
title = {Enhancing quantitative intra-day stock return prediction by integrating
both market news and stock prices information},
journal = {Neurocomputing},
volume = {142},
pages = {228--238},
year = {2014},
url = {https://doi.org/10.1016/j.neucom.2014.04.043},
doi = {10.1016/j.neucom.2014.04.043},
timestamp = {Fri, 27 Mar 2020 08:36:46 +0100},
biburl = {https://dblp.org/rec/journals/ijon/LiHDZ14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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