3 citations · 3 across the 2 of their papers we have counts for
2 papers
cs.LG2021
Volume-Centred Range Bars: Novel Interpretable Representation of Financial Markets Designed for Machine Learning Applications
Artur Sokolovsky, Luca Arnaboldi, Jaume Bacardit +1
Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing-over…
cs.SE2020★ 3 cited
Is it feasible to detect FLOSS version release events from textual messages? A case study on Stack Overflow
A. Sokolovsky, T. Gross, J. Bacardit
Topic Detection and Tracking (TDT) is a very active research question within the area of text mining, generally applied to news feeds and Twitter datasets, where topics and events…