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"Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and ..."

Kazunori Umino et al. (2017)

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DOI: 10.1007/978-3-319-93794-6_10

access: closed

type: Conference or Workshop Paper

metadata version: 2018-07-17

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  dblp key:
  - conf/jsai/UminoKKYT17
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  - https://dblp.org/rec/conf/jsai/UminoKKYT17
Kazunori Umino, Takamasa Kikuchi, Masaaki Kunigami, Takashi Yamada, Takao Terano:
Detecting Short-Term Mean Reverting Phenomenon in the Stock Market and OLMAR Method. JSAI-isAI Workshops 2017: 140-156

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