Reduction of financial tick big data for intraday trading

Various neural network architectures are often used to forecast movements in financial markets. Most research in quantitative analytics in finance uses interval financial data as this reduces the raw tick big data, but the averaging can lose key behaviour patterns. This work presents an alternative...

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Veröffentlicht in:	Expert systems 2024-07, Vol.41 (7), p.n/a
Hauptverfasser:	Milke, Vitaliy, Luca, Cristina, Wilson, George B.
Format:	Artikel
Sprache:	eng
Schlagworte:	algorithmic trading Big Data data preprocessing for Machine learning and AI Machine learning Neural networks quantitative analytics in finance Securities markets Time series time series reduction
Online-Zugang:	Volltext
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