Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach.

Shengjie Xiu Daniel P. Palomar

Published in: EUSIPCO (2023)

Keyphrases

exchange rate
state space
stock price
short term
garch model
financial time series
long term
heuristic search
reinforcement learning
foreign exchange
dynamic programming
particle filter
stock market
wind power
news articles
grey model
markov decision process
search space