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
Language | Label | Description | Also known as |
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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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