Reconstruction of financial time series data based on compressed sensing
Year of publication: |
2022
|
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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 |
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