A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart-Reference-Cited by-同舟云学术

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A pseudo principal component analysis method for multi-dimensional open-high-low-close data in candlestick chart

Published:2022-12-22 Issue: Volume: Page:1-27
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Huang Wenyang¹²^ORCID,Wang Huiwen¹³,Wang Shanshan¹³^ORCID

Affiliation:

1. School of Economics and Management, Beihang University, Beijing, China

2. Beijing Key Laboratory of Emergency Support Simulation Technologies for City Operations, Beijing, China

3. Key Laboratory of Complex System Analysis, Management and Decision (Beihang University), Ministry of Education, Beijing, China

Funder

National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2155787

Reference37 articles.

1. Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals

2. Principal component analysis

3. Different Approaches to Forecast Interval Time Series: A Comparison in Finance

4. Laplacian Eigenmaps for Dimensionality Reduction and Data Representation

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1. Interpretable extreme wind speed prediction with concept bottleneck models;Renewable Energy;2024-09

2. Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price;Energy Economics;2024-04

3. A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart;Financial Innovation;2024-03-05

4. Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data;Financial Innovation;2024-01-04

5. Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices;Energy Economics;2023-11

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