End-of-Day Stock Trading Volume Prediction with a Two-Component Hierarchical Model

被引：5

作者：

Chen, Shuhao ^{[1
]}

Chen, Rong ^{[1
,2
]}

Ardell, Gary ^{[3
]}

Lin, Biquan ^{[4
]}

机构：

[1] Rutgers State Univ, Stat, Piscataway, NJ 08854 USA

[2] Peking Univ, Beijing, Peoples R China

[3] ConvergEx Grp, Financial Engn & Adv Trading Solut, Boston, MA USA

[4] ConvergEx Grp, Financial Engn & Adv Trading Solut, Iselin, NJ USA

来源：

JOURNAL OF TRADING | 2011年 / 6卷 / 03期

关键词：

D O I：

10.3905/jot.2011.6.3.061

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：61 / 68

页数：8

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