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"Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in ..."

David Alaminos, M. Belén Salas, Antonio Partal-Ureña (2024)

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DOI: 10.1016/J.PATCOG.2023.110139

access: open

type: Journal Article

metadata version: 2024-03-08

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David Alaminos, M. Belén Salas, Antonio Partal-Ureña:
Hybrid ARMA-GARCH-Neural Networks for intraday strategy exploration in high-frequency trading. Pattern Recognit. 148: 110139 (2024)

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