Analyzing predictive performance of linear models on high-frequency currency exchange rates-Reference-Cited by-同舟云学术

Analyzing predictive performance of linear models on high-frequency currency exchange rates

Published:2018-05 Issue:2 Volume:5 Page:123-132
ISSN:2196-8888
Container-title:Vietnam Journal of Computer Science
language:en
Short-container-title:Vietnam J Comput Sci

Author:

Serjam Chanakya^ORCID,Sakurai Akito

Publisher

Springer Science and Business Media LLC

Link

http://link.springer.com/article/10.1007/s40595-018-0108-x/fulltext.html

Reference20 articles.

1. Cont, R., Stoikov, S., Talreja, R.: A stochastic model for order book dynamics. Oper. Res. 58(3), 549–563 (2010)

2. Parlour, C.A., Seppi, D.J.: Limit order market: a survey. Handb. Financ. Intermed. Bank. 5, 63–95 (2008)

3. Bank of International Settlements: Triennial Central Bank survey of foreign exchange and derivatives market activity in 2007. http://www.bis.org/publ/rpfxf07t.htm. Accessed 18 May 2018

4. Miller, R.S., Shorter, G.: High frequency trading: overview of recent developments (2016). https://fas.org/sgp/crs/misc/R44443.pdf. Accessed 18 May 2018

5. Bank of International Settlements: Triennial Central Bank survey of foreign exchange and OTC derivatives markets in 2016. http://www.bis.org/publ/rpfx16.htm. Accessed 18 May 2018

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Exchange rate market trend prediction based on sentiment analysis;Computers and Electrical Engineering;2023-10

2. Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience;Humanities and Social Sciences Communications;2023-06-26

3. Foreign exchange forecasting & modeling – A review of recent research;27TH INTERNATIONAL MEETING OF THERMOPHYSICS 2022;2023

4. Foreign exchange currency rate prediction using a GRU-LSTM hybrid network;Soft Computing Letters;2021-12

5. Can Deep Learning Improve Technical Analysis of Forex Data to Predict Future Price Movements?;IEEE Access;2021