Return scaling cross-correlation forecasting by stochastic time strength neural network in financial market dynamics
Crossref DOI link: https://doi.org/10.1007/s00500-017-2564-0
Published Online: 2017-03-23
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mo, Haiyan
Wang, Jun
Funding for this research was provided by:
National Natural Science Foundation of China (71271026)
License valid from 2017-03-23