Forecasting high-frequency stock returns: a comparison of alternative methods

DOI10.1007/s10479-021-04464-8OpenAlexW4206239216MaRDI QIDQ2151636

Ahmet Sensoy, Aurelio F. Bariviera, Duc Khuong Nguyen, Erdinç Akyıldırım

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04464-8

zbMATH Keywords

stock marketforecastingmachine learningalgorithmic trading

Mathematics Subject Classification ID

Artificial intelligence (68Txx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

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