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...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Fabin Shi, Xiao-Qian Sun, Jinhua Gao, Zidong Wang, Hua-Wei Shen, Xue-Qi Cheng
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2021
Materias:
R
Q
Acceso en línea:https://doaj.org/article/af66864f82584e68bdcd76d9d3c352b0
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!