A Closer Look at the Short-Term Return Reversal.

Zhi Da Qianqiu Liu Ernst Schaumburg

Published in: Manag. Sci. (2014)

Keyphrases

short term
long term
short term and long term
electric load forecasting
motion prediction
short and long term
stock market
forecasting model
load forecasting
long term memory
chaotic time series
feature extraction
medium term