@article{datanormalizationforbilinearstructuresin,
  title = {Data Normalization for Bilinear Structures in High-Frequency Financial Time-series},
  author = {Abstract—Financial time-series analysis and forecasting have been extensively studied over the past decades and yet still remain as a very challenging research topic. Since the financial market is inherently noisy and stochastic and a majority of financial timeseries of interests are non-stationary},
  year = {2021},
  url = {https://ieeexplore.ieee.org/abstract/document/9412547?casa_token=4pOo00u7DEoAAAAA:KCfvDPG0hL-BJJrU2FNqPDPlV9j-FNOmenLN5evEQMnNxshEvgW92BaLG95iQ3G3sPlI9m4},
}