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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...
| Auteurs principaux: | , , |
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| Format: | Online Article Texte |
| Langue: | English |
| Publié: |
MDPI
2021
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| Sujets: | |
| Accès en ligne: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8226635/ https://www.ncbi.nlm.nih.gov/pubmed/34201379 http://dx.doi.org/10.3390/e23060731 |