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

Huiwen Wang, Shan Lu, Jichang Zhao (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-08-20

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1805-05617
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  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)

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