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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| Materias: | |
| 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 |