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Volume Prediction With Neural Networks

Changes in intraday trading volume are integral to any algorithmic trading strategy. Accordingly, forecasting the change in trading volume is paramount to better understanding the financial markets. This paper introduces a new method to forecast the log change in trading volume, leveraging the power...

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Detalles Bibliográficos
Autores principales:	Libman, Daniel, Haber, Simi, Schaps, Mary
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Frontiers Media S.A. 2019
Materias:	Artificial Intelligence
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861222/ https://www.ncbi.nlm.nih.gov/pubmed/33733110 http://dx.doi.org/10.3389/frai.2019.00021

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