The prediction of fluctuation in the order-driven financial market
Risk prediction is one of the important issues that draws much attention from academia and industry. And the fluctuation—absolute value of the change of price, is one of the indexes of risk. In this paper, we focus on the relationship between fluctuation and order volume. Based on the observation th...
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| Auteurs principaux: | , , , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Public Library of Science (PLoS)
2021
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| Sujets: | |
| Accès en ligne: | https://doaj.org/article/acc6d8c520534916b66e7ee23cec20e1 |
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