Price Direction Prediction on High Frequency Data Using Deep Belief Networks

2016 ◽  
pp. 74-83 ◽  
Author(s):  
Jaime Humberto Niño-Peña ◽  
Germán Jairo Hernández-Pérez
Keyword(s):  
High Frequency ◽  
High Frequency Data ◽  
Belief Networks ◽  
Frequency Data ◽  
Deep Belief Networks

Efficient Estimation of Volatility using High Frequency Data

2002 ◽  
Author(s):  
Gilles O. Zumbach ◽  
Fulvio Corsi ◽  
Adrian Trapletti
Keyword(s):  
High Frequency ◽  
Efficient Estimation ◽  
High Frequency Data ◽  
Frequency Data

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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