---
title: Hybrid Neural Network for High-Frequency Stock Trading
url: https://www.ml-quant.com/papers/repec/gam-jecnmx-v-11-y-2023-i-2-p-13-d-1149628/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jecnmx:v:11:y:2023:i:2:p:13-:d:1149628
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2225-1146%2F11%2F2%2F13%2Fpdf%3Bh%3Drepec%3Agam%3Ajecnmx%3Av%3A11%3Ay%3A2023%3Ai%3A2%3Ap%3A13-%3Ad%3A1149628
featured: 2023-05-24
citations: unknown
topic: Trading, Microstructure & Execution
---


# Hybrid Neural Network for High-Frequency Stock Trading

New online time series forecasting method for high-frequency trading using deep learning models.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2225-1146%2F11%2F2%2F13%2Fpdf%3Bh%3Drepec%3Agam%3Ajecnmx%3Av%3A11%3Ay%3A2023%3Ai%3A2%3Ap%3A13-%3Ad%3A1149628
- Identifier: RePEc:gam:jecnmx:v:11:y:2023:i:2:p:13-:d:1149628
- Released: 2023-05-24
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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