Estimating Short-Term Returns with Volatilities for High Frequency Stock Trades in Emerging Economies Using Gaussian Processes (GPs)

Fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic in nature. One of the complexities is the volatilities associated with stock prices. Price volatility is often detrimental to the return economics and thus investors should factor it in when ma...

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Main Authors: Mushunje, Leonard (Author), Mashasha, Maxwell (Author), Chandiwana, Edina (Author)
Format: Ebooks
Published: IntechOpen, 2021-03-10.
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