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

出版年份 2019 全文链接

标题

作者

关键词

High-frequency data, Financial forecasting, Neural networks, Time series model

出版物

Volume 127, Issue -, Pages 272-281

出版商

Elsevier BV

发表日期

2019-03-07

DOI

10.1016/j.eswa.2019.03.006

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