Huang, Wenyang; Wang, Huiwen; Wang, Shanshan - In: Financial innovation : FIN 10 (2024), pp. 1-29
The structural modeling of open-high-low-close (OHLC) data contained within the candlestick chart is crucial to … fnancial practice. However, the inherent constraints in OHLC data pose immense challenges to its structural modeling. Models …