A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not suffi...

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Detalles Bibliográficos
Autores principales: Liang, Mengxia, Wang, Xiaolong, Wu, Shaocong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8226635/
https://www.ncbi.nlm.nih.gov/pubmed/34201379
http://dx.doi.org/10.3390/e23060731

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8226635/
https://www.ncbi.nlm.nih.gov/pubmed/34201379
http://dx.doi.org/10.3390/e23060731

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