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1-7 of 7 results for High-frequency financial time series data

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Research article

First published 2021-4

Stylized Facts of High-frequency Financial Time Series Data

Moonis Shakeel, Bhavana Srivastava

Global Business Review

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Research article

First published 2021-02-02

Dynamic financial economic fluctuation model based on non-normal distribution

Li Wang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Free access

Research article

First published 2024-2

A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility

Zeynab Aghabazaz, Iraj Kazemi, Alireza Nematollahi

Statistical Modelling

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Research article

First published 2020-9

Autonomous self-evolving forecasting models for price movement in high frequency trading: Evidence from Taiwan

Chien-Feng Huang, Hsiao-Chi Wu, Po-Chun Chen [...]

Intelligent Data Analysis: An International Journal

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Research article

First published 2024-8

A Preemptive and Curative Solution to Mitigate Data Breaches: Corporate Social Responsibility as a Double Layer of Protection

John JianJun Zhu, Ling Tuo, Yanfen You [...]

Journal of Marketing Research

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Research article

First published 2018-1

An enhanced feature representation based on linear regression model for stock market prediction

Hani A.K. Ihlayyel, Nurfadhlina Mohd Sharef, Mohd Zakree Ahmed Nazri [...]

Intelligent Data Analysis: An International Journal

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Research article

First published 2017-5

Adaptive GP agent-based trading system under intraday seasonality model

Monira Aloud

Intelligent Decision Technologies