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"Reforming the Course of Financial Time Series with Deep Learning Models: ..."

Wang Gao, Linlin Zhang, Qian Cao (2023)

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DOI: 10.1109/DSIT60026.2023.00045

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-29

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Wang Gao, Linlin Zhang, Qian Cao:
Reforming the Course of Financial Time Series with Deep Learning Models: evidence from quantile regression. DSIT 2023: 249-254

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