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

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

ISSN: 0031-3203

Argitalpen urtea: 2024

Alea: 148

Mota: Artikulua

DOI: 10.1016/J.PATCOG.2023.110139 GOOGLE SCHOLAR