no code implementations • 31 Mar 2021 • Wenyang Huang, Huiwen Wang, Shanshan Wang
The (open-high-low-close) OHLC data is the most common data form in the field of finance and the investigate object of various technical analysis.
no code implementations • 31 Mar 2021 • Huiwen Wang, Wenyang Huang, Shanshan Wang
Typically, the existence of the inherent constraints in OHLC data poses great challenge to its prediction, e. g., forecasting models may yield unrealistic values if these constraints are ignored.