MHieR-encoder: Modelling the high-frequency changes across stocks

Zhineng Fu, Weijun Xu, Ruiqi Hu, Guodong Long, Jing Jiang 0002. MHieR-encoder: Modelling the high-frequency changes across stocks. Knowl.-Based Syst., 224:107092, 2021. [doi]

Abstract

Abstract is missing.