Online Hybrid Neural Network for Stock Price Prediction: A Case Study of High-Frequency Stock Trading in the Chinese Market
Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies in prices and trading on them quickly and in huge...
Main Authors: | Chengyu Li, Luyi Shen, Guoqi Qian |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-05-01
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Series: | Econometrics |
Subjects: | |
Online Access: | https://www.mdpi.com/2225-1146/11/2/13 |
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