SSRNTrading, Microstructure & Execution
Major Issues in High-frequency Financial Data Analysis: A Survey of Solutions
Recent studies on issues in high-frequency financial data analysis, such as nonstationarity and low signal-to-noise ratios, are categorized into data preprocessing and quantitative methods.
Featured in No. 50 on 22 May 2024 · 2 days after release · 20 citations today
- Released
- 20 May 2024
- First featured
- No. 50 · 22 May 2024
- Citations (Semantic Scholar)
- 20
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 4834362
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).