Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
J Arneric - Croatian operational research review, 2021 - hrcak.srce.hr
The seasonal and trend decomposition of a univariate time-series based on Loess (STL)
has several advantages over traditional methods. It deals with any periodicity length …
has several advantages over traditional methods. It deals with any periodicity length …
[PDF][PDF] Financial time series forecasting via RNNs and Wavelet Analysis
MD Jackson - 2022 - repository.rice.edu
The ability to establish highly leveraged positions, ample liquidity, lower transaction cost,
and volatility are just a few of the reasons why the US Futures market is attractive to …
and volatility are just a few of the reasons why the US Futures market is attractive to …