Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries.

MLA

Rosas-Romero, Roberto, et al. “Forecasting of Stock Return Prices with Sparse Representation of Financial Time Series over Redundant Dictionaries.” Expert Systems with Applications, vol. 57, Sept. 2016, pp. 37–48. EBSCOhost, https://doi.org/10.1016/j.eswa.2016.03.021.

APA

Rosas-Romero, R., Díaz-Torres, A., & Etcheverry, G. (2016). Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries. Expert Systems with Applications, 57, 37–48. https://doi.org/10.1016/j.eswa.2016.03.021

Chicago

Rosas-Romero, Roberto, Alejandro Díaz-Torres, and Gibran Etcheverry. 2016. “Forecasting of Stock Return Prices with Sparse Representation of Financial Time Series over Redundant Dictionaries.” Expert Systems with Applications 57 (September): 37–48. doi:10.1016/j.eswa.2016.03.021.