Cover Image

Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Peng, Ying, Zhang, Yifan, Wang, Xin
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure 91B82, 68T10, I.6.3; J.4
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by: Gkolemis, Georgios M., et al.
Published: (2024)

Financial market geometry: The tube oscillator
by: Katic, Dragoljub, et al.
Published: (2024)

Understanding the worst-kept secret of high-frequency trading
by: Pulido, Sergio, et al.
Published: (2023)

Looking into informal currency markets as Limit Order Books: impact of market makers
by: Figal, Alejandro García, et al.
Published: (2025)

Optimal Benchmark Design under Costly Manipulation
by: Hernando-Veciana, Ángel
Published: (2025)

FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management
by: Zhang, Jian'an
Published: (2025)

Trading with market resistance and concave price impact
by: De Carvalho, Nathan, et al.
Published: (2026)

Large Language Models and Stock Investing: Is the Human Factor Required?
by: Crisostomo, Ricardo, et al.
Published: (2026)

Testing replication for an agent-based model of market fragmentation and latency arbitrage
by: Ratliff-Crain, Ethan, et al.
Published: (2026)

Can market volumes reveal traders' rationality and a new risk premium?
by: Mariani, Francesca, et al.
Published: (2024)

Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)

ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
by: Dutta, Eeshaan, et al.
Published: (2024)

Painting the market: generative diffusion models for financial limit order book simulation and forecasting
by: Backhouse, Alfred, et al.
Published: (2025)

Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by: Ragel, Vincent, et al.
Published: (2024)

Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)

Non-unique time and market incompleteness
by: Angstmann, Chris, et al.
Published: (2026)

China and G7 in the Current Context of the World Trading
by: Gonchar, N. S., et al.
Published: (2025)

From Glosten-Milgrom to the whole limit order book and applications to financial regulation
by: Huang, Weibing, et al.
Published: (2019)

Model Predictive Control For Trade Execution
by: McAuliffe, Thomas P., et al.
Published: (2026)

Bootstrapping Liquidity in BTC-Denominated Prediction Markets
by: Shabashev, Fedor
Published: (2025)

Option market making with hedging-induced market impact
by: Aubert, Paulin, et al.
Published: (2025)

Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage
by: Hong, Yoonsik, et al.
Published: (2025)

Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by: Hubert, Emma, et al.
Published: (2026)

Quantifying Price Improvement in Order Flow Auctions
by: Bachu, Brad, et al.
Published: (2024)

Leveraging IS and TC: Optimal order execution subject to reference strategies
by: Cheng, Xue, et al.
Published: (2024)

Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs
by: Kempen, Leon, et al.
Published: (2024)

What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
by: Zhu, Brian Z., et al.
Published: (2024)

High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
by: Gao, Kang, et al.
Published: (2022)

Deep learning for quadratic hedging in incomplete jump market
by: Agram, Nacira, et al.
Published: (2024)

Multi-kernel property in high-frequency price dynamics under Hawkes model
by: Lee, Kyungsub
Published: (2023)

Simulating and analyzing a sparse order book: an application to intraday electricity markets
by: Bergault, Philippe, et al.
Published: (2024)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by: Palmari, Gianluca, et al.
Published: (2024)

Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)

Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)

The leverage effect and other stylized facts displayed by Bitcoin returns
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)

Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
by: Luwang, S. R., et al.
Published: (2025)

Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
by: Lu, Yutong, et al.
Published: (2023)

Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by: Adadurov, Aleksei, et al.
Published: (2026)

Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)