Algorithmic Trading Using Deep Neural Networks on High Frequency Data

2017 ◽  
pp. 144-155
Author(s):  
Andrés Arévalo ◽  
Jaime Niño ◽  
German Hernandez ◽  
Javier Sandoval ◽  
Diego León ◽  
...  
Keyword(s):  
Neural Networks ◽  
High Frequency ◽  
Deep Neural Networks ◽  
High Frequency Data ◽  
Algorithmic Trading ◽  
Frequency Data

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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