A combination of hidden Markov model and association analysis for stock market sector rotation | |
Chen, J.; Xie, C.; Zeng, Z. | |
刊名 | Revista de Cercetare si Interventie Sociala |
2018 | |
卷号 | Vol.63页码:149-165 |
关键词 | Apriori Association analysis Baum-welch algorithm HMM Pearson correlation coefficient |
ISSN号 | 1583-3410 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5469372 |
专题 | 湖南大学 |
作者单位 | 1.a College of Business Administration, Hunan University, China 2.Center of Finance and Investment Management, Hunan University, China |
推荐引用方式 GB/T 7714 | Chen, J.,Xie, C.,Zeng, Z.. A combination of hidden Markov model and association analysis for stock market sector rotation[J]. Revista de Cercetare si Interventie Sociala,2018,Vol.63:149-165. |
APA | Chen, J.,Xie, C.,&Zeng, Z..(2018).A combination of hidden Markov model and association analysis for stock market sector rotation.Revista de Cercetare si Interventie Sociala,Vol.63,149-165. |
MLA | Chen, J.,et al."A combination of hidden Markov model and association analysis for stock market sector rotation".Revista de Cercetare si Interventie Sociala Vol.63(2018):149-165. |
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