Cite
A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction.
MLA
Wang, Caifeng, et al. “A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction.” Fluctuation & Noise Letters, vol. 22, no. 4, Aug. 2023, pp. 1–14. EBSCOhost, https://doi.org/10.1142/S0219477523400060.
APA
Wang, C., Yang, Y., Xu, L., & Wong, A. (2023). A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction. Fluctuation & Noise Letters, 22(4), 1–14. https://doi.org/10.1142/S0219477523400060
Chicago
Wang, Caifeng, Yukun Yang, Linlin Xu, and Alexander Wong. 2023. “A Hybrid Model of Primary Ensemble Empirical Mode Decomposition and Quantum Neural Network in Financial Time Series Prediction.” Fluctuation & Noise Letters 22 (4): 1–14. doi:10.1142/S0219477523400060.