Short-term stock price trend prediction with imaging high frequency limit order book data
Wuyi Ye, Jinting Yang, Pengzhan Chen
| Year of publication: |
2024
|
|---|---|
| Authors: | Ye, Wuyi ; Yang, Jinting ; Chen, Pengzhan |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 1189-1205
|
| Subject: | Convolutional neural network | Feature engineering | Image classification | Limit order book | Mid-price prediction | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.10.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547269