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Intraday Market Predictability: A Machine Learning Approach · Study

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ArticleIntraday Market Predictability: A Machine Learning Approach

Dillon Huddleston2020

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Articlegreen2020

Intraday Market Predictability: A Machine Learning Approach

Dillon Huddleston · Fred Liu · Lars Stentoft

16 citations·0/0 files stored·Journal of Financial Econometrics

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1991Efficient Capital Markets: II 2006The Cross‐Section of Volatility and Expected Returns 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2017Deep learning with long short-term memory networks for financial market predictions

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Year2020

Typearticle

Published2020-01-01

VenueJournal of Financial Econometrics

ISSN-L1479-8409

Languageen

Citations16

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1093/jjfinec/nbab007

openalex_workW3206747317

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