Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
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- Leopoldo Catania & Roberto Di Mari & Paolo Santucci de Magistris, 2022. "Dynamic Discrete Mixtures for High-Frequency Prices," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 559-577, April.
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Keywords
high-frequency; limit order book; online fast prediction; hybrid neural network;All these keywords.
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