Normal view MARC view ISBD view

Detecting intraday financial market states using temporal clustering.

Hendricks, Dieter

Detecting intraday financial market states using temporal clustering. - Rio de Janeiro: IMPA, 2016. - video online

Talk (Session Express IV).

Subjects--Topical Terms:
Matematica.

Print
Add to your cart (remove)
Suggest for purchase
Send to device
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS ISBD
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com) Open Library (openlibrary.org)