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"Dynamic Cross-sectional Regime Identification for Financial Market Prediction."

Rongbo Chen et al. (2022)

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DOI: 10.1109/COMPSAC54236.2022.00049

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Rongbo Chen, Kunpeng Xu, Jean-Marc Patenaude, Shengrui Wang:
Dynamic Cross-sectional Regime Identification for Financial Market Prediction. COMPSAC 2022: 295-300

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