Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading

  1. Alaminos, D.
  2. Salas, M.B.
  3. Partal-Ureña, A.
Revista:
Pattern Recognition

ISSN: 0031-3203

Any de publicació: 2024

Volum: 148

Tipus: Article

DOI: 10.1016/J.PATCOG.2023.110139 GOOGLE SCHOLAR
Font de les dades: Scopus