Work

Trading strategy based on dynamic mode decomposition: Tested in Chinese stock market

Year: 2016

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2016.06.046

Authors: Ling-xiao Cui, Wen Long

Institutions: Chinese Academy of Sciences, University of Chinese Academy of Sciences

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, University of Chinese Academy of Sciences

Awards: 基于复杂数据的相关性分析方法及应用研究, G6417470152

OpenAlex ID: W2433930442

FWCI: 1.247

Cites: 39

Cited by: 27

Related to: 10