Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Christian Zwatz"'
Publikováno v:
Data Science in Finance and Economics, Vol 2, Iss 4, Pp 437-463 (2022)
In this paper, we examine the usefulness of machine learning methods such as support vector machines, random forests and bagging for the extraction of information from the limit order book that can be used for intraday trading. For our empirical anal
Externí odkaz:
https://doaj.org/article/5b35ffb3afba46689db6ec49c592b427
The results of recent replication studies suggest that false positive findings are a big problem in empirical finance. We contribute to this debate by reviewing a sample of articles dealing with the short‐term directional forecasting of the prices
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c3532465b76d4ff8fb3346565793fd40
https://doi.org/10.1002/for.2629
https://doi.org/10.1002/for.2629
Autor:
Karoline Reinhart, M. Trauner, P. Salzl, Monika Ferlitsch, Christian Zwatz, Werner Weiss, Christina Bannert, Georg Heinze
Publikováno v:
Gastrointestinal Endoscopy. 75:AB499
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6ea16f17094919b6adea40695b6ab15
https://doi.org/10.1016/j.gie.2012.03.1362
https://doi.org/10.1016/j.gie.2012.03.1362