Li, Chengyu; Shen, Luyi; Qian, Guoqi - In: Econometrics : open access journal 11 (2023) 2, pp. 1-19
high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny … series forecasting method for high-frequency trading (HFT) by integrating three neural network deep learning models, i … computing only involves updating the current data into the process. We evaluated the performance of O-LGT by analyzing high-frequency …