BibTeX record journals/corr/abs-1709-01268

download as .bib file

@article{DBLP:journals/corr/abs-1709-01268,
  author       = {Dat Thanh Tran and
                  Martin Magris and
                  Juho Kanniainen and
                  Moncef Gabbouj and
                  Alexandros Iosifidis},
  title        = {Tensor Representation in High-Frequency Financial Data for Price Change
                  Prediction},
  journal      = {CoRR},
  volume       = {abs/1709.01268},
  year         = {2017},
  url          = {http://arxiv.org/abs/1709.01268},
  eprinttype    = {arXiv},
  eprint       = {1709.01268},
  timestamp    = {Mon, 13 Aug 2018 16:47:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-1709-01268.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
a service of  Schloss Dagstuhl - Leibniz Center for Informatics

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.