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Faculty of Scien... [2]
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CHEN LONG [2]
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Journal article [2]
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2016 [2]
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A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation
Journal article
Gan,Min, Chen,Long, Zhang,Chun Yang, Peng,Hui. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:
Gan,Min
;
Chen,Long
;
Zhang,Chun Yang
;
Peng,Hui
Favorite
|
TC[WOS]:
1
TC[Scopus]:
2
IF:
3.4
/
3.7
|
Submit date：2021/03/09
Asset Allocation
Financial Markets
Market Microstructure Model
Monte Carlo Particle Filter
Self-organizing State Space Model
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation
Journal article
Gan M., Chen L., Zhang C.-Y., Peng H.. A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation[J]. IEEE Access, 2016, 4, 8035-8043.
Authors:
Gan M.
;
Chen L.
;
Zhang C.-Y.
;
Peng H.
Favorite
|
TC[WOS]:
1
TC[Scopus]:
2
|
Submit date：2019/02/13
Asset Allocation
Financial Markets
Market Microstructure Model
Monte Carlo Particle Filter
Self-organizing State Space Model
