Cargando…
The prediction of fluctuation in the order-driven financial market
Risk prediction is one of the important issues that draws much attention from academia and industry. And the fluctuation—absolute value of the change of price, is one of the indexes of risk. In this paper, we focus on the relationship between fluctuation and order volume. Based on the observation th...
| Autores principales: | , , , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8601454/ https://www.ncbi.nlm.nih.gov/pubmed/34793491 http://dx.doi.org/10.1371/journal.pone.0259598 |