"Aggregating multiple types of complex data in stock market prediction: A ..."

Huiwen Wang, Shan Lu, Jichang Zhao (2018)

> Home

Details and statistics

DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-08-20

- view
  - electronic edition @ arxiv.org (open access)
- export record
  dblp key:
  - journals/corr/abs-1805-05617
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1805-05617
Huiwen Wang, Shan Lu, Jichang Zhao:
Aggregating multiple types of complex data in stock market prediction: A model-independent framework. CoRR abs/1805.05617 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.