Intraday trading volume and non-negative matrix factorization (2016)
Takada, Hellinton Hatsuo; Stern, Julio Michael 
Source: Proceedings. Conference titles: International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering - MaxEnt. Unidade: IME
Assunto: INFERÊNCIA BAYESIANA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
TAKADA, Hellinton Hatsuo e STERN, Julio Michael. Intraday trading volume and non-negative matrix factorization. 2016, Anais.. Melville: AIP, 2016. Disponível em: https://doi.org/10.1063/1.4959065. Acesso em: 10 fev. 2026.APA
Takada, H. H., & Stern, J. M. (2016). Intraday trading volume and non-negative matrix factorization. In Proceedings. Melville: AIP. doi:10.1063/1.4959065NLM
Takada HH, Stern JM. Intraday trading volume and non-negative matrix factorization [Internet]. Proceedings. 2016 ;[citado 2026 fev. 10 ] Available from: https://doi.org/10.1063/1.4959065Vancouver
Takada HH, Stern JM. Intraday trading volume and non-negative matrix factorization [Internet]. Proceedings. 2016 ;[citado 2026 fev. 10 ] Available from: https://doi.org/10.1063/1.4959065
