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Tensor Representation in High-Frequency Financial Data for Price Change Prediction
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Tensor Representation in High-Frequency Financial Data for Price Change Prediction

D. Tran
M. Magris
Juho Kanniainen
Moncef Gabbouj
Alexandros Iosifidis
ArXiv (abs)PDFHTML

Papers citing "Tensor Representation in High-Frequency Financial Data for Price Change Prediction"

2 / 2 papers shown
Title
Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data
Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data
J. Hallgren
T. Koski
CML
111
4
0
25 Jan 2016
Using machine learning for medium frequency derivative portfolio trading
Using machine learning for medium frequency derivative portfolio trading
Abhijit Sharang
Chetan Rao
21
18
0
19 Dec 2015

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