摘要 : The subject of this research is prediction in a financial time series based on a model in the form of Markov chains. The essence of the considered algorithm is to create a sequence of time windows with a fixed length and a fixed d... 展开
作者 | Wilinski~ Antoni |
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作者单位 | |
期刊名称 | 《Expert systems with applications》 |
页码/总页数 | 163-172 / 10 |
语种/中图分类号 | 英语 / TP18 |
关键词 | Markov chain Prediction in time series Investment strategies Machine learning Transition matrices |
DOI | 10.1016/j.eswa.2019.04.067 |
馆藏号 | TP-333 |