Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming

Research output: Contribution to journal › Article › peer-review

Standard Standard

Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming. / Manahov, Viktor ; Zhang, Hanxiong.
In: International Journal of Electronic Commerce, Vol. 23, No. 1, 2019, p. 12-32.

Research output: Contribution to journal › Article › peer-review

HarvardHarvard

Manahov, V & Zhang, H 2019, 'Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming', International Journal of Electronic Commerce, vol. 23, no. 1, pp. 12-32. https://doi.org/10.1080/10864415.2018.1512271

APA

Manahov, V., & Zhang, H. (2019). Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming. International Journal of Electronic Commerce, 23(1), 12-32. https://doi.org/10.1080/10864415.2018.1512271

CBE

Manahov V, Zhang H. 2019. Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming. International Journal of Electronic Commerce. 23(1):12-32. https://doi.org/10.1080/10864415.2018.1512271

MLA

Manahov, Viktor and Hanxiong Zhang. "Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming". International Journal of Electronic Commerce. 2019, 23(1). 12-32. https://doi.org/10.1080/10864415.2018.1512271

VancouverVancouver

Manahov V, Zhang H. Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming. International Journal of Electronic Commerce. 2019;23(1):12-32. doi: 10.1080/10864415.2018.1512271

Author

Manahov, Viktor ; Zhang, Hanxiong. / Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming. In: International Journal of Electronic Commerce. 2019 ; Vol. 23, No. 1. pp. 12-32.

RIS

TY - JOUR

T1 - Forecasting financial markets using high-frequency trading data: Examination with Strongly Typed Genetic Programming

AU - Manahov, Viktor

AU - Zhang, Hanxiong

PY - 2019

Y1 - 2019

U2 - 10.1080/10864415.2018.1512271

DO - 10.1080/10864415.2018.1512271

M3 - Article

VL - 23

SP - 12

EP - 32

JO - International Journal of Electronic Commerce

JF - International Journal of Electronic Commerce

IS - 1

ER -