A granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event
Indranil Ghosh, Rabin K. Jana
| Year of publication: |
2023
|
|---|---|
| Authors: | Ghosh, Indranil ; Jana, Rabin K. |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 194.2023, p. 1-17
|
| Subject: | Bayesian structural time series | Big data analytics | High-frequency financial market forecasting | Maximal overlap discrete wavelet transformation | Nonlinear dynamics | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Big Data | Big data | Börsenkurs | Share price | Theorie | Theory | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2023.122719 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475527