Analyzing Time Series from Chinese Financial Market Using a Linear-Time Graph Kernel.

Yuhang Jiao Lixin Cui Lu Bai Yue Wang

Published in: S+SSPR (2018)

Keyphrases

financial markets
stock price
graph kernels
stock market
technical indicators
financial time series
non stationary
kernel methods
structured data
historical data
short term
gaussian processes
multivariate time series
information retrieval
model selection