%0 Journal Article %1 journals/corr/abs-1805-05617 %A Wang, Huiwen %A Lu, Shan %A Zhao, Jichang %D 2018 %J CoRR %K dblp %T Aggregating multiple types of complex data in stock market prediction: A model-independent framework. %U http://dblp.uni-trier.de/db/journals/corr/corr1805.html#abs-1805-05617 %V abs/1805.05617

@article{journals/corr/abs-1805-05617, added-at = {2020-08-20T00:00:00.000+0200}, author = {Wang, Huiwen and Lu, Shan and Zhao, Jichang}, biburl = {https://www.bibsonomy.org/bibtex/215e404f6b214a8641fb09884c802b9e4/dblp}, ee = {http://arxiv.org/abs/1805.05617}, interhash = {e56fb2cde1e457cd58279861508fbd81}, intrahash = {15e404f6b214a8641fb09884c802b9e4}, journal = {CoRR}, keywords = {dblp}, timestamp = {2020-08-21T11:35:36.000+0200}, title = {Aggregating multiple types of complex data in stock market prediction: A model-independent framework.}, url = {http://dblp.uni-trier.de/db/journals/corr/corr1805.html#abs-1805-05617}, volume = {abs/1805.05617}, year = 2018 }