APA (7th ed.) Citation

Tanaka-Yamawaki, M., Yang, X., Kido, T., & Yamamoto, A. (2013). Extracting Market Trends from the Cross Correlation between Stock Time Series. Advanced Techniques for Knowledge Engineering and Innovative Applications, 25-38. https://doi.org/10.1007/978-3-642-42017-7_3

Chicago Style (17th ed.) Citation

Tanaka-Yamawaki, Mieko, X. Yang, T. Kido, and A. Yamamoto. "Extracting Market Trends from the Cross Correlation Between Stock Time Series." Advanced Techniques for Knowledge Engineering and Innovative Applications 2013: 25-38. https://doi.org/10.1007/978-3-642-42017-7_3.

MLA (9th ed.) Citation

Tanaka-Yamawaki, Mieko, et al. "Extracting Market Trends from the Cross Correlation Between Stock Time Series." Advanced Techniques for Knowledge Engineering and Innovative Applications, 2013, pp. 25-38, https://doi.org/10.1007/978-3-642-42017-7_3.