Exploiting intra-day patterns for market shock prediction: A machine learning approach

Published 2019 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Exploiting intra-day patterns for market shock prediction: A machine learning approach
Authors
Keywords
High-frequency data, Financial forecasting, Neural networks, Time series model
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 127, Issue -, Pages 272-281
Publisher
Elsevier BV
Online
2019-03-07
DOI
10.1016/j.eswa.2019.03.006

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.