SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Intraday High-Frequency Trading with Different Data Ranges: A Comparative Study with Artificial Neural Network and Vector Autoregressive Models
10 references·0 citing·46 second hop
The Intraday High-Frequency Trading with Different Data Ranges: A Comparative Study with Artificial Neural Network and Vector Autoregressive Models (2023)The Intraday High-Frequency Trading with …Competition among liquidity providers with access to high-frequency trading technology (2020)Competition among liquidity p…Intraday prediction of Borsa Istanbul using convolutional neural networks and feature correlations (2017)Intraday prediction of Borsa …Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2015)Integrating metaheuristics an…Very fast money: High-frequency trading on the NASDAQ (2013)Very fast money: High-frequen…Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil (2013)Applying Artificial Neural Ne…Stock Market Prediction Using Artificial Neural Networks (2012)Stock Market Prediction Using…A novel model by evolving partially connected neural network for stock price trend forecasting (2011)A novel model by evolving par…An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)An Adaptive Network-Based Fuz…Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange (2008)Improving forecasts of GARCH …A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetPredicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Using artificial neural network models in stock market index prediction (2011)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Machine learning techniques and data for stock market forecasting: A literature review (2022)Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)A TSK type fuzzy rule based system for stock price prediction (2006)Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network (2008)A Bayesian regularized artificial neural network for stock market forecasting (2013)Systematic analysis and review of stock market prediction techniques (2019)Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda (2021)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Common risk factors in the returns on stocks and bonds (1993)Stock market movement forecast: A Systematic review (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Forecasting with artificial neural networks: (1998)Evaluating multiple classifiers for stock price direction prediction (2015)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Neural Network Time Series: Forecasting of Financial Markets (1994)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)A hybrid modeling approach for forecasting the volatility of S&P 500 index return (2011)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A LSTM-based method for stock returns prediction: A case study of China stock market (2015)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Information, trade and common knowledge (1982)Continuous Auctions and Insider Trading (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)The Economics of High-Frequency Trading: Taking Stock (2016)Order Exposure in High Frequency Markets (2017)Informed liquidity provision in a limit order market (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Low-Latency Trading (2011)High-Frequency Trading and Price Discovery (2014)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
this work references cited by second hop

References

  • 1973A Random Walk Down Wall Street1,751 cited
  • 2010An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange437 cited
  • 2015Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction337 cited
  • 2013Very fast money: High-frequency trading on the NASDAQ303 cited
  • 2013Applying Artificial Neural Networks to prediction of stock price and improvement of the directional prediction index – Case study of PETR4, Petrobras, Brazil220 cited
  • 2017Intraday prediction of Borsa Istanbul using convolutional neural networks and feature correlations188 cited
  • 2008Improving forecasts of GARCH family models with the artificial neural networks: An application to the daily returns in Istanbul Stock Exchange168 cited
  • 2012Stock Market Prediction Using Artificial Neural Networks150 cited
  • 2011A novel model by evolving partially connected neural network for stock price trend forecasting111 cited
  • 2020Competition among liquidity providers with access to high-frequency trading technology55 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work