The prediction of fluctuation in the order-driven financial market

Fabin Shi; Xiao-Qian Sun; Jinhua Gao; Zidong Wang; Hua-Wei Shen; Xue-Qi Cheng

doi:10.1371/journal.pone.0259598

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Open Access

Peer-reviewed

Research Article

The prediction of fluctuation in the order-driven financial market

Fabin Shi ,

Contributed equally to this work with: Fabin Shi, Xiao-Qian Sun

Roles Data curation, Formal analysis, Investigation, Methodology, Writing – original draft

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China
⨯
Xiao-Qian Sun ,

Contributed equally to this work with: Fabin Shi, Xiao-Qian Sun

Roles Investigation, Methodology, Writing – original draft, Writing – review & editing

* E-mail: sunxiaoqian@ict.ac.cn

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China

https://orcid.org/0000-0002-7951-2548

⨯
Jinhua Gao,

Roles Investigation, Methodology

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China

https://orcid.org/0000-0003-4930-6580

⨯
Zidong Wang,

Roles Data curation, Formal analysis

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China
⨯
Hua-Wei Shen,

Roles Investigation, Methodology, Resources

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China
⨯
Xue-Qi Cheng

Roles Methodology, Project administration, Resources

Affiliation Data Intelligence System Research Center, Institute of computing technology, Chinese Academy of Sciences, Beijing, Haidian, China
⨯

The prediction of fluctuation in the order-driven financial market

Fabin Shi,
Xiao-Qian Sun,
Jinhua Gao,
Zidong Wang,
Hua-Wei Shen,
Xue-Qi Cheng

Published: November 18, 2021
https://doi.org/10.1371/journal.pone.0259598

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