Reconstruction of financial time series data based on compressed sensing
Jingjian Si, Xiangyun Gao, Jinsheng Zhou, Xian Xi, Xiaotian Sun, Yiran Zhao
| Year of publication: |
2022
|
|---|---|
| Authors: | Si, Jingjian ; Gao, Xiangyun ; Zhou, Jinsheng ; Xi, Xian ; Sun, Xiaotian ; Zhao, Yiran |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-8
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| Subject: | Compressed sensing | Data reconstruction | Financial data | Time series | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457697