Projects funded by the NCN
Modelling dynamics and forecasting of intraday trading volume on selected financial markets using nonlinear time series models
2020/39/D/HS4/02351
Keywords:
trading volume intaday data point forecasting probabilistic forecasting ACV model financial markets Bayesian inference VWAP
Descriptors:
- HS4_6: Financial markets, international finance, public finance
- HS4_3: Econometrics, statistical methods
- ST1_16: Numerical analysis
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Ekonomiczny w Krakowie, Kolegium Ekonomii, Finansów i Prawa
woj. małopolskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 1
Call: SONATA 16 - announced on 2020-09-15
Amount awarded: 160 910 PLN
Project start date (Y-m-d): 2021-10-05
Project end date (Y-m-d): 2024-10-04
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
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