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Research article

First published 2019-12

Transforming Finance Into Vision: Concurrent Financial Time Series as Convolutional Nets

Vasant Dhar, Chenshuo Sun, Puneet Batra

Big Data

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Research article

First published 2009-03

Stochastic volatility models for ordinal-valued time series with application to finance

Gernot Müller, Claudia Czado

Statistical Modelling

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Research article

First published 2022-1

Optimal layout of stacked graph for visualizing multidimensional financial time series data

Yutian He, Hongjun Li

Information Visualization

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Research article

First published 2012-11

Modeling financial markets using copula functions

Patrick Persons, Mark Jadin, Jennifer Woychik

Model Assisted Statistics and Applications

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Research article

First published 2022-7

An efficient isomorphic CNN-based prediction and decision framework for financial time series

Zhongming Liu, Hang Luo, Peng Chen [...]

Intelligent Data Analysis: An International Journal

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Research article

First published 1996-4

Time-Series Properties of Financial Series and Implications for Modeling

Chunchi Wu, Chihwa Kao, Cheng F. Lee

Journal of Accounting,Auditing & Finance

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Research article

First published 2006-9

Multivariate distribution of returns in financial time series

M.I. Krivoruchenko, E. Alessio, V. Frappietro [...]

Journal of Computational Methods in Sciences and Engineering

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Research article

First published 2021-4

Stylized Facts of High-frequency Financial Time Series Data

Moonis Shakeel, Bhavana Srivastava

Global Business Review

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Research article

First published 1996-1

Time-Series Properties,Adjustment Processes,and Forecasting of Financial Ratios

Celal Aksu, Claire Eckstein, William H. Greene [...]

Journal of Accounting,Auditing & Finance

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Research article

First published 2012-2

Adaptive fuzzy system to forecast financial time series volatility

Ivette Luna, Rosangela Ballini

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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