The roles of liquidity and delay in financial markets based on an optimal forecasting model

We investigate the roles of liquidity and delay in financial markets through our proposed optimal forecasting model. The efficiency and liquidity of the financial market are examined using stochastic models that incorporate information delay. Based on machine learning, we estimate the in-sample and...

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Detalles Bibliográficos
Autores principales: Yang, Guo-Hui, Ma, Si-Qi, Bian, Xiao-Dong, Li, Jiang-Cheng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10473490/
https://www.ncbi.nlm.nih.gov/pubmed/37656682
http://dx.doi.org/10.1371/journal.pone.0290869

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10473490/
https://www.ncbi.nlm.nih.gov/pubmed/37656682
http://dx.doi.org/10.1371/journal.pone.0290869

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