Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach
Dawei Liang, Yue Xu, Yan Hu, Qianqian Du
| Year of publication: |
2023
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| Authors: | Liang, Dawei ; Xu, Yue ; Hu, Yan ; Du, Qianqian |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 7, p. 2118-2128
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| Subject: | deep learning | intraday return forecasts | Stock index futures | wavelet method | Index-Futures | Index futures | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2023.2177507 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014290403