Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24
forecasting and trading support systems are at an early stage. To fill this void, this study proposes a novel data decomposition … algorithmic trading on the market. Two primary steps are involved in our methodology framework, namely, data decomposition for …