Xu, Xiaojie; Zhang, Yun - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 26-53
/methodology/approach - In order to answer questions as follows, this study adopts the neural network for modeling the irregular trading volume … series of the CSI300 nearby futures: are the research able to utilize the lags of the trading volume series to make … the trading volume of the CSI300 nearby futures using 1-20 min ahead trading volume data. The model leads to the root mean …