[IEEE 2014 International Conference on Control, Decision and Information Technologies (CoDIT) - Metz, France (2014.11.3-2014.11.5)] 2014 International Conference on Control, Decision and Information Technologies (CoDIT) - Forecasting price volatility cluster of commodity futures index by using standard deviation with dynamic data sampling based on significant interval mined from historical data
Sim, Kwan-Hua, Sim, Kwan-Yong, Then Hang-Hui, PatrickYear:
2014
Language:
english
DOI:
10.1109/CoDIT.2014.6996992
File:
PDF, 789 KB
english, 2014