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Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series

Ao Kong, Robert Azencott, Hongliang Zhu, Xindan Li
Year of publication:
2024
Authors: Kong, Ao ; Azencott, Robert ; Zhu, Hongliang ; Li, Xindan
Subject: Price jumps | Microtrading behaviors | Mutual information | Multivariate time-series analysis | Feature selection | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis
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