Shafiq Abdul Rahman

Shafiq Abdul Rahman

Graduate Student,Teaching Assistant Office 345, PGH Hall, College of Natural Science and Mathematics, UH

Publications

You can also find my articles on my Google Scholar profile.

Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading

Published in The Journal of Financial Data Science, 2024

Submitted for review — Hybrid VAR + Neural Network for OFI prediction in HFT.

Recommended citation: Abdul Rahman, Neelesh Upadhye. (2024). "Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading." The Journal of Financial Data Science. Submitted for review.
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