Cross-correlation and the predictability of financial return series
Year of publication: |
2011
|
---|---|
Authors: | Duan, Wen-Qi ; Stanley, H. Eugene |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 390.2011, 2, p. 290-296
|
Publisher: |
Elsevier |
Subject: | Cross-correlation | Predictability | Support vector machines |
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