Order_Flow_Imbalance_data
收藏DataCite Commons2025-04-01 更新2025-04-16 收录
下载链接：
https://data.mendeley.com/datasets/t85zkk98rp
下载链接
链接失效反馈官方服务：
资源简介：
This repository contains the data and code for the research project titled "Hybrid VAR-FNN Model for Order Flow Imbalance Prediction in High-Frequency Trading." The study explores a hybrid approach that combines Vector Auto Regression (VAR) and Feedforward Neural Networks (FNN) to predict Order Flow Imbalance (OFI) in high-frequency trading data. The hybrid model improves predictive accuracy by leveraging both linear and non-linear patterns in the data.
提供机构：
Mendeley Data创建时间：
2024-11-18
