RePEcTrading, Microstructure & Execution
High-Frequency Trading Volume Prediction with Neural Networks
A study successfully used a neural network to predict trading volumes of the CSI300 futures index using short-term data, finding that adding additional data did not improve predictions.
Featured in No. 7 on 12 Jul 2023 · on release day
- Released
- 12 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00421-y
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