文艺
发表于 2025-3-27 00:42:16
ECML PKDD 2018 Workshops978-3-030-13463-1Series ISSN 0302-9743 Series E-ISSN 1611-3349
enlist
发表于 2025-3-27 01:42:39
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Nebulous
发表于 2025-3-27 09:09:00
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RUPT
发表于 2025-3-27 10:56:57
0302-9743 iscovery in Databases, ECML PKDD 2018, in Dublin, Ireland, in September 2018, namely:..MIDAS 2018. – Third Workshop on Mining Data for Financial Applications .and.PAP 2018. – Second International Workshop on Personal Analytics and Privacy...The 12 papers presented in this volume were carefully revie
宏伟
发表于 2025-3-27 14:16:48
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痛苦一生
发表于 2025-3-27 18:34:27
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CRUC
发表于 2025-3-28 00:46:24
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图画文字
发表于 2025-3-28 05:54:39
Testing for Self-excitation in Financial Events: A Bayesian Approachor the univariate Hawkes process, and describe a Bayesian model comparison scheme. We demonstrate on currency, cryptocurrency and equity limit order book data that the test captures excitatory dynamics.
gout109
发表于 2025-3-28 09:46:51
0302-9743 cations .and.PAP 2018. – Second International Workshop on Personal Analytics and Privacy...The 12 papers presented in this volume were carefully reviewed and selected from a total of 17 submissions... .978-3-030-13462-4978-3-030-13463-1Series ISSN 0302-9743 Series E-ISSN 1611-3349
flammable
发表于 2025-3-28 11:42:28
Roberta J. M. Olson,Jay M. Pasachoffe suitability of depth-wise convolution and provide evidence for the advantages of neural network approach over existing methodologies. The proposed models produce mean reversion comparable to rolling-window linear regression’s results, allowing for greater flexibility while being less sensitive to market turbulence.