A network-based model for optimizing returns in the stock market (2019)
- Authors:
- USP affiliated authors: LIANG, ZHAO - FFCLRP ; COLLIRI, TIAGO SANTOS - ICMC
- Unidades: FFCLRP; ICMC
- DOI: 10.1109/BRACIS.2019.00118
- Subjects: REDES COMPLEXAS; APRENDIZADO COMPUTACIONAL; BOLSA DE VALORES
- Keywords: classification; stock market
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Publisher: IEEE
- Publisher place: Piscataway
- Date published: 2019
- Source:
- Título: Proceedings
- ISSN: 2643-6264
- Conference titles: Brazilian Conference on Intelligent Systems - BRACIS
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
COLLIRI, Tiago Santos e LIANG, Zhao. A network-based model for optimizing returns in the stock market. 2019, Anais.. Piscataway: IEEE, 2019. Disponível em: https://doi.org/10.1109/BRACIS.2019.00118. Acesso em: 03 out. 2024. -
APA
Colliri, T. S., & Liang, Z. (2019). A network-based model for optimizing returns in the stock market. In Proceedings. Piscataway: IEEE. doi:10.1109/BRACIS.2019.00118 -
NLM
Colliri TS, Liang Z. A network-based model for optimizing returns in the stock market [Internet]. Proceedings. 2019 ;[citado 2024 out. 03 ] Available from: https://doi.org/10.1109/BRACIS.2019.00118 -
Vancouver
Colliri TS, Liang Z. A network-based model for optimizing returns in the stock market [Internet]. Proceedings. 2019 ;[citado 2024 out. 03 ] Available from: https://doi.org/10.1109/BRACIS.2019.00118 - An optimized modularity-based high level classification model
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Informações sobre o DOI: 10.1109/BRACIS.2019.00118 (Fonte: oaDOI API)
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