Direct multiperiod forecasting for algorithmic trading (Q4687662): Difference between revisions

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Latest revision as of 15:04, 30 December 2024

scientific article; zbMATH DE number 6952651
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English
Direct multiperiod forecasting for algorithmic trading
scientific article; zbMATH DE number 6952651

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    Direct multiperiod forecasting for algorithmic trading (English)
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    12 October 2018
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    multistep forecasting
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    intraday forecasting
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    lag length selection
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    volume weight average price
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    nonlinear transformations
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