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Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques
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Kim, Sondo; Ku, Seungmo; Chang, Woojin;
Song, Jae Wook
Article
Issue Date
2020
Citation
IEEE ACCESS, v.8, pp.111660 - 111682
Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Chang, Woojin
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Ku, Seungmo
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effective transfer entropy
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feature engineering
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