Direct multiperiod forecasting for algorithmic trading (Q4687662)
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scientific article; zbMATH DE number 6952651
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct multiperiod forecasting for algorithmic trading |
scientific article; zbMATH DE number 6952651 |
Statements
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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