Short-term stock price analysis based on order book information

被引：0
|
作者：
Yoshida, Kenichi [1 ]
Sakurai, Akito [2 ]
机构：
[1] Graduate School of Business Science, University of Tsukuba, Japan
[2] Graduate School of Science and Technology, Keio University, Japan
来源：
Transactions of the Japanese Society for Artificial Intelligence | 2015年 / 30卷 / 05期
关键词：
All Open Access; Bronze;
D O I：
10.1527/tjsai.30_683
中图分类号：
学科分类号：
摘要：
Time series analysis
引用
收藏
页码：683 / 692
相关论文
共 50 条
  • [1] Short-Term Stock Price Prediction Based on Limit Order Book Dynamics
    An, Yang
    Chan, Ngai Hang
    [J]. JOURNAL OF FORECASTING, 2017, 36 (05) : 541 - 556
  • [2] The information content of limit order book and short-term stock returns based on information technology
    Liu, Yaqing
    Ouyang, Hongbing
    [J]. 1600, Science and Engineering Research Support Society (07): : 103 - 116
  • [3] Short-term Stock Price Prediction by Analysis of Order Pattern Images
    Nakayama, Atsuki
    Izumi, Kiyoshi
    Sakaji, Hiroki
    Matsushima, Hiroyasu
    Shimada, Takashi
    Yamada, Kenta
    [J]. 2019 IEEE CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING & ECONOMICS (CIFER 2019), 2019, : 84 - 88
  • [4] Stock Price Regression Based on Order Book Information
    Yoshida, Kenichi
    Sakurai, Akito
    [J]. PROCEEDINGS 2016 IEEE 40TH ANNUAL COMPUTER SOFTWARE AND APPLICATIONS CONFERENCE WORKSHOPS (COMPSAC), VOL 2, 2016, : 89 - 94
  • [5] Short-term stock price trend prediction with imaging high frequency limit order book data
    Ye, Wuyi
    Yang, Jinting
    Chen, Pengzhan
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2024, 40 (03) : 1189 - 1205
  • [6] Encoding of high-frequency order information and prediction of short-term stock price by deep learning
    Tashiro, Daigo
    Matsushima, Hiroyasu
    Izumi, Kiyoshi
    Sakaji, Hiroki
    [J]. QUANTITATIVE FINANCE, 2019, 19 (09) : 1499 - 1506
  • [7] Stock Price Short-term Forecasting Based On GARCH Model
    Chi, Wanle
    [J]. PROCEEDINGS OF THE 2018 INTERNATIONAL CONFERENCE ON MECHANICAL, ELECTRONIC, CONTROL AND AUTOMATION ENGINEERING (MECAE 2018), 2018, 149 : 8 - 12
  • [8] Models for short-term stock price forecasting
    Pemberton, C
    Benjamin, C
    Davis, T
    Stephens, S
    [J]. INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING-THEORY APPLICATIONS AND PRACTICE, 2005, 12 (02): : 172 - 179
  • [9] Short-term return predictability of information in the open limit order book
    Lee, Woo-Baik
    Choe, Hyuk
    [J]. ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, 2007, 36 (06): : 963 - 1007
  • [10] Short-term stock price prediction based on echo state networks
    Lin, Xiaowei
    Yang, Zehong
    Song, Yixu
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2009, 36 (03) : 7313 - 7317
12345