End-of-Day Stock Trading Volume Prediction with a
Two-Component Hierarchical Model
Shuhao Chen, Rong Chen, Gary Ardell and Biquan Lin
The Journal of Trading Summer 2011, 6 (3) 61-68; DOI: https://doi.org/10.3905/jot.2011.6.3.061
Shuhao Chen
is a Ph.D. candidate in statistics at Rutgers University in Piscataway, NJ.
Rong Chen
is a professor at Rutgers University in Piscataway, NJ, and at Peking University in Beijing, China.
Gary Ardell
is the head of Financial Engineering and Advanced Trading Solutions at the ConvergEx Group in Boston, MA.
Biquan Lin
is in Financial Engineering and Advanced Trading Solutions at the ConvergEx Group in Iselin, NJ.
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In this issue
End-of-Day Stock Trading Volume Prediction with a
Two-Component Hierarchical Model
Two-Component Hierarchical Model
Shuhao Chen, Rong Chen, Gary Ardell, Biquan Lin
The Journal of Trading Jun 2011, 6 (3) 61-68; DOI: 10.3905/jot.2011.6.3.061