2026-10-15T23:39:36Z https://data.mendeley.com/oai

oai:data.mendeley.com/t85zkk98rp.1 2024-11-18T11:51:10Z

rahman, Ab Order_Flow_Imbalance_data Mendeley Data This repository contains the data and code for the research project titled "Hybrid VAR-FNN Model for Order Flow Imbalance Prediction in High-Frequency Trading." The study explores a hybrid approach that combines Vector Auto Regression (VAR) and Feedforward Neural Networks (FNN) to predict Order Flow Imbalance (OFI) in high-frequency trading data. The hybrid model improves predictive accuracy by leveraging both linear and non-linear patterns in the data. Mathematical Finance Computational Finance Dataset doi:10.17632/t85zkk98rp.1 oai:data.mendeley.com/t85zkk98rp.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/t85zkk98rp 2024-11-18T11:51:10Z