Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming
Research output: Contribution to journal › Article › peer-review
Electronic versions
Documents
- Forecasting Financial Markets Using HighFrequency Trading Data Examination with Strongly Typed Genetic Programming
Accepted author manuscript, 401 KB, PDF document
DOI
| Original language | English |
|---|---|
| Pages (from-to) | 12-32 |
| Journal | International Journal of Electronic Commerce |
| Volume | 23 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2019 |
| Externally published | Yes |