Concepedia

High-frequency Data Forecasting

High-Frequency Data Forecasting is a forecasting methodology that belongs to the class of aggregate demand prediction techniques, distinguished by its reliance on data sampled at short temporal intervals to capture rapid dynamics and improve forecast accuracy in near-term horizons.

146

Publications

6.8K

Citations

366

Authors

237

Institutions

Publications per year

2017–2026

78

Parents

Publications

146

High frequency data in financial markets: Issues and applications

Charles Goodhart, Maureen O’Hara · Journal of Empirical Finance · 1997 · 417 citations · Full text

, , +15

A Hierarchical Fused Fuzzy Deep Neural Network for Data Classification

Yue Deng, Zhiquan Ren, Youyong Kong et al. · IEEE Transactions on Fuzzy Systems · 2016 · 390 citations

, , +16

The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression

Yaohao Peng, Pedro Henrique Melo Albuquerque, Jader Martins Camboim de Sá et al. · Expert Systems with Applications · 2017 · 261 citations

, , +16

Forecasting carbon prices in the Shenzhen market, China: The role of mixed-frequency factors

Meng Han, Lili Ding, Xin Zhao et al. · Energy · 2019 · 208 citations · Full text

, , +12

Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS

Xin Zhao, Meng Han, Lili Ding et al. · Applied Energy · 2018 · 189 citations

, , +16

1–5 of 146

Authors

366

  1. JH
    Jonathan H. Wright

    Johns Hopkins University, United States

    6 publications · 457 citations

    6

    h-index

  2. DB
    David Berger

    Uppsala University, Sweden

    3 publications · 293 citations

    3

    h-index

  3. DM
    Dušan Marček

    University of Žilina, Slovakia

    3 publications · 54 citations

    3

    h-index

  4. MH
    Meng Han

    Ocean University of China, China

    3 publications · 446 citations

    3

    h-index

  5. EH
    Edward Howorka

    Federal Reserve Board of Governors, United States

    3 publications · 293 citations

    3

    h-index

1–5 of 366

Institutions

237

  1. Federal Reserve

    Washington D.C., United States

    6 h-index

    16 publications

    1.2K citations

  2. Federal Reserve Board of Governors

    Washington D.C., United States

    5 h-index

    12 publications

    662 citations

  3. Ocean University of China

    Qingdao, China

    5 h-index

    15 publications

    1.3K citations

  4. Cornell University

    Ithaca, United States

    3 h-index

    3 publications

    568 citations

  5. Johns Hopkins University

    Baltimore, United States

    3 h-index

    3 publications

    154 citations

  6. University College London

    London, United Kingdom

    3 h-index

    6 publications

    290 citations

  7. University of Wisconsin–Madison

    Madison, United States

    3 h-index

    6 publications

    182 citations

  8. University of Vienna

    Vienna, Austria

    3 h-index

    3 publications

    73 citations

1–8 of 237

Venues

  1. SSRN Electronic Journal

    Repository · 12 publications · 331 citations

    11

    h-index

  2. Expert Systems with Applications

    9 publications · 603 citations

    9

    h-index

  3. Quantitative Finance

    5 publications · 267 citations

    5

    h-index

  4. Journal of Forecasting

    4 publications · 168 citations

    4

    h-index

  5. Journal of risk and financial management

    JRFM · 4 publications · 131 citations

    4

    h-index

1–5