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
收藏
页码:61 / 68
页数:8
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