Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading-Reference-Cited by-同舟云学术

Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading

Published:2024-04 Issue: Volume:148 Page:110139
ISSN:0031-3203
Container-title:Pattern Recognition
language:en
Short-container-title:Pattern Recognition

Author:

Alaminos David,Salas M. Belén,Partal-Ureña Antonio^ORCID

Funder

Universitat de Barcelona

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Vision and Pattern Recognition,Signal Processing,Software

Reference45 articles.

1. Guided attention multimodal multitask financial forecasting with inter-company relationships and global and local news;Ang,2022

2. The 11/13 Paris terrorist attacks and stock prices: the case of the international defense industry;Apergis;Finance Res. Lett.,2016

3. The impact of 11/13 Paris terrorist attacks on stock prices: evidence from the international defence industry;Apergis;Appl. Econ. Lett.,2017

4. Does geopolitical risks predict stock returns and volatility of leading defense companies? Evidence from a nonparametric approach;Apergis;Defence Peace Econ.,2018

5. Do terror attacks affect the dollar-pound exchange rate? A nonparametric causality-in-quantiles analysis;Balcilar;N. Am. J. Econ. Finance,2017

Cited by 2 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. Forecasting the EUR/USD Exchange Rate Using ARIMA and Machine Learning Models;Data and Metadata;2024-08-26

2. Design of Intelligent Financial System Based on Adaptive Learning Algorithm;International Journal of Information Technologies and Systems Approach;2024-08-09