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pro vyhledávání: '"Weiming Mai"'
Autor:
Weiming Mai, Raymond S. T. Lee
Publikováno v:
Applied Sciences, Vol 11, Iss 9, p 3876 (2021)
Chart patterns are significant for financial market behavior analysis. Lots of approaches have been proposed to detect specific patterns in financial time series data, most of them can be categorized as distance-based or training-based. In this paper
Externí odkaz:
https://doaj.org/article/ee46a1a7ee224533bb4ccbeca089c8e6
Publikováno v:
ACM Transactions on Knowledge Discovery from Data; Jan2024, Vol. 18 Issue 1, p1-22, 22p