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Forecasting futures trading volume using neural networks
6 references·16 citing·49 second hop
Forecasting futures trading volume using neural networks (1995)Forecasting futures trading volume using …Trading Equity Index Futures With a Neural Network (1992)Trading Equity Index Futures …Forecasting the behavior of multivariate time series using neural networks (1992)Forecasting the behavior of m…A GARCH examination of the relationship between volume and price variability in futures markets (1991)A GARCH examination of the re…The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…Applied Economic Forecasting (1967)Applied Economic ForecastingApplied Economic Forecasting (1967)Applied Economic ForecastingHigh-frequency CSI300 futures trading volume predicting through the neural network (2023)High-frequency CSI300 futures…A high-frequency trading volume prediction model using neural networks (2023)A high-frequency trading volu…Neural network predictions of the high-frequency CSI300 first distant futures trading volume (2022)Neural network predictions of…Multiagent-based deep reinforcement learning for risk-shifting portfolio management (2022)Multiagent-based deep reinfor…Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data (2019)Machine Learning for Forecast…Agricultural commodity futures prices prediction via long- and short-term time series network (2019)Agricultural commodity future…The financial economics of white precious metals — A survey (2017)The financial economics of wh…Sequence classification of the limit order book using recurrent neural networks (2017)Sequence classification of th…A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting (2015)A Hybrid Least Square Support…Improving VWAP strategies: A dynamic volume approach (2007)Improving VWAP strategies: A …Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching (2007)Forecasting volatility and vo…Intelligent technical analysis based equivolume charting for stock trading using neural networks (2006)Intelligent technical analysi…Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations (2005)Performance evaluation of neu…Forecasting stock composite index by fuzzy support vector machines regression (2005)Forecasting stock composite i…Forecasting the Suez Canal traffic: a neural network analysis (2004)Forecasting the Suez Canal tr…Forecasting Stock Price by SVMs Regression (2004)Forecasting Stock Price by SV…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Trading Volume and Market Volatility: Developed versus Emerging Stock Markets (2007)Intraday volatility interaction between the crude oil and equity markets (2015)Herding and excessive risk in the American stock market: A sectoral analysis (2016)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)A long memory property of stock market returns and a new model (1993)Statistics for Long-Memory Processes. (1996)Long memory features in the high frequency data of the Korean stock market (2008)Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching (2016)Stock market volatility predictability in a data-rich world: A new insight (2022)A Random Walk Down Wall Street (1973)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Price Momentum and Trading Volume (2000)Using Volume Weighted Support Vector Machines with walk forward testing and feature selection for the purpose of creating stock trading strategy (2014)An intelligent short term stock trading fuzzy system for assisting investors in portfolio management (2015)CNN-LSTM Neural Network Model for Quantitative Strategy Analysis in Stock Markets (2017)Time Series Analysis, Forecasting and Control. 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(1994)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Deep Learning for Finance: Deep Portfolios (2016)An Empirical Study of Machine Learning Algorithms for Stock Daily Trading Strategy (2019)Deep Learning for Mortgage Risk* (2020)Ascertaining price formation in cryptocurrency markets with machine learning (2021)Price, trade size, and information in securities markets (1987)Determining the Number of Factors in Approximate Factor Models (2002)Intra-daily volume modeling and prediction for algorithmic trading (2011)Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly (2012)OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH (2013)An Artificial Intelligence Approach (1994)Stock market prediction using artificial neural networks with optimal feature transformation (2004)Stock Market Prediction Using Artificial Neural Networks (2012)THE CONSENSUS AND ACCURACY OF SOME PREDICTIONS OF THE GROWTH OF CORPORATE EARNINGS (1968)Some comments on the evaluation of economic forecasts (1973)Time series forecasts of international travel demand for Australia (2002)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 1967Applied Economic Forecasting1,206 cited
  • 1992Forecasting the behavior of multivariate time series using neural networks517 cited
  • 1967Applied Economic Forecasting280 cited
  • 1992Trading Equity Index Futures With a Neural Network157 cited
  • 1991A GARCH examination of the relationship between volume and price variability in futures markets146 cited

Cited by

  • 2006Intelligent technical analysis based equivolume charting for stock trading using neural networks125 cited
  • 2017Sequence classification of the limit order book using recurrent neural networks104 cited
  • 2007Forecasting volatility and volume in the Tokyo Stock Market: Long memory, fractality and regime switching101 cited
  • 2007Improving VWAP strategies: A dynamic volume approach98 cited
  • 2017The financial economics of white precious metals — A survey95 cited
  • 2023A high-frequency trading volume prediction model using neural networks95 cited
  • 2022Neural network predictions of the high-frequency CSI300 first distant futures trading volume90 cited
  • 2023High-frequency CSI300 futures trading volume predicting through the neural network88 cited

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2004
Forecasting the Suez Canal traffic: a neural network analysis
72 cited
  • 2019Agricultural commodity futures prices prediction via long- and short-term time series network66 cited
  • 2019Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data62 cited
  • 2005Forecasting stock composite index by fuzzy support vector machines regression50 cited
  • 2022Multiagent-based deep reinforcement learning for risk-shifting portfolio management47 cited
  • 2004Forecasting Stock Price by SVMs Regression46 cited
  • 2005Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations45 cited
  • 2015A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting40 cited