Short-Term Volatility Prediction Using Deep CNNs Trained on Order Flow.

Mingyu Hao Artem Lenskiy

Published in: CoRR (2023)

Keyphrases

short term
long term
stock market
load forecasting
motion prediction
chaotic time series
short term and long term
short and long term
electric load forecasting
arima model
short term prediction
expert systems
information processing
computational model
data fusion