Huang, Wenyang; Wang, Huiwen; Wang, Shanshan - In: Financial innovation : FIN 10 (2024), pp. 1-29
The structural modeling of open-high-low-close (OHLC) data contained within the candlestick chart is crucial to fnancial practice. However, the inherent constraints in OHLC data pose immense challenges to its structural modeling. Models that fail to process these constraints may yield results...