Forecasting high-frequency stock returns : a comparison of alternative methods
Erdinc Akyildirim, Aurelio F. Bariviera, Duc Khuong Nguyen, Ahmet Sensoy
| Year of publication: |
2022
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|---|---|
| Authors: | Akyildirim, Erdinc ; Bariviera, Aurelio Fernández ; Nguyen, Duc Khuong ; Sensoy, Ahmet |
| Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 639-690
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| Subject: | Stock market | Algorithmic trading | Machine learning | Forecasting | Prognoseverfahren | Forecasting model | Elektronisches Handelssystem | Electronic trading | Aktienmarkt | Börsenkurs | Share price | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Algorithmus | Algorithm | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04464-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341974