Price spread prediction in high-frequency pairs trading using deep learning architectures

Lag Order and Critical Values of the Augmented Dickey–Fuller Test

Yin‐Wong Cheung, Kon S. Lai · Journal of Business and Economic Statistics · 1995 · 615 citations

Social Sciences, Computer Science, Econometrics +7

Bitcoin price prediction using machine learning: An approach to sample dimension engineering

Zheshi Chen, Chunhong Li, Wenjun Sun · Journal of Computational and Applied Mathematics · 2019 · 416 citations

Computing, Computer Science, Finance +10

High frequency trading and comovement in financial markets

Laura Malceniece, Kārlis Malcenieks, Tālis J. Putniņš · Journal of Financial Economics · 2019 · 119 citations · Full text

Business, Economics, Finance +14

Ascertaining price formation in cryptocurrency markets with machine learning

Fan Fang, Waichung Chung, Carmine Ventre et al. · European Journal of Finance · 2021 · 88 citations · Full text

Computing, Computer Science, Finance +16

Enhanced Prediction of Intra-day Stock Market Using Metaheuristic Optimization on RNN–LSTM Network

Krishna Kumar, Md. Tanwir Uddin Haider · New Generation Computing · 2020 · 87 citations

Computing, Data Science, Finance +14