A high-frequency trading volume prediction model using neural networks
Year of publication: |
2023
|
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Authors: | Xu, Xiaojie ; Zhang, Yun |
Published in: |
Decision analytics journal. - Amsterdam : Elsevier, ISSN 2772-6622, ZDB-ID 3106160-6. - Vol. 7.2023, Art.-No. 100235, p. 1-8
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Subject: | CSI300 futures | CSI300 spot | High frequency | Neural network | Prediction | Trading volume | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Handelsvolumen der Börse | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility |
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