---
title: HighFrequency Economic Data
url: https://www.ml-quant.com/papers/ssrn/4840187/
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: SSRN 4840187
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840187
featured: 2024-05-28
citations: unknown
topic: Trading, Microstructure & Execution
---


# HighFrequency Economic Data

The article presents a Bayesian model for measuring GDP growth at high-frequency intervals, which proved effective during the COVID-19 pandemic.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4840187
- Identifier: SSRN 4840187
- Released: 2022-11-22
- First featured: Quant Letter No. 51 (2024-05-28): https://www.ml-quant.com/issues/2024-05-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

## Related

- [FAST: Efficient Action Tokenization for Vision-Language-Action Models](https://www.ml-quant.com/papers/arxiv/2501.09747/): A new tokenization scheme, Frequency-space Action Sequence Tokenization (FAST), has been proposed for robot actions, facilitating the training of vision-language action policies for complex and high-frequency tasks.
- [Deep Reinforcement Learning for Active High Frequency Trading](https://www.ml-quant.com/papers/arxiv/2101.07107/): A new Deep Reinforcement Learning framework has been developed for high frequency stock trading, showing potential for profitable long-term strategies.
- [Major Issues in High-frequency Financial Data Analysis: A Survey of Solutions](https://www.ml-quant.com/papers/ssrn/4834362/): Recent studies on issues in high-frequency financial data analysis, such as nonstationarity and low signal-to-noise ratios, are categorized into data preprocessing and quantitative methods.
- [Can Machine Learning Unlock New Insights into High-Frequency Trading?](https://www.ml-quant.com/papers/ssrn/4826698/): Machine learning is being used to explore the link between high-frequency trading and financial market trends, offering new ways to identify different trading strategies and their effects on market information.
- [High-frequency stock market order transitions during the US-China trade war 2018: A discrete-time Markov chain analysis.](https://www.ml-quant.com/papers/doi/10-1063-5-0176892/): The research analyzes high-frequency stock market data to understand trading dynamics, revealing that similar strategies are used regardless of volatility during the 2018 USA-China trade war.
- [High-Frequency Trading, Asset Pricing, and Market Microstructure](https://www.ml-quant.com/papers/ssrn/4858807/): A study using high-frequency trading data provides insights into asset pricing, transaction costs, investor liquidity asymmetry, and seasonality effects.
