Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries
Tzagkarakis, George, Caicedo-Llano, Juliana, Dionysopoulos, ThomasVolume:
4
Language:
english
Journal:
Algorithmic Finance
DOI:
10.3233/af-150051
Date:
December, 2015
File:
PDF, 478 KB
english, 2015