This project is about high-frequency jump-prediction using neural network predictors. The methods use a micro-structure noise correction to the Lee-Mykland (2008) test in order to make micro jump predictions at 30sec, 1min and 5min intervals.
tonylibing / highfrequency-1 Goto Github PK
View Code? Open in Web Editor NEWThis project forked from rune-l/highfrequency
High Frequency Jump Prediction Project