Eghbal Rahimikia

University of Manchester - Alliance Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

http://www.rahimikia.com

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 34,085

SSRN RANKINGS

Top 34,085

in Total Papers Downloads

1,998

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Machine Learning for Realised Volatility Forecasting

Number of pages: 54 Posted: 12 Oct 2020 Last Revised: 10 Nov 2021
Eghbal Rahimikia and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 824 (41,003)
Citation 2

Abstract:

Loading...

Realised Volatility Forecasting, Machine Learning, Long Short-Term Memory, Heterogeneous AutoRegressive models, Explainable AI, Limit Order Book Data, Dow Jones Newswires, Big Data

2.

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding

Number of pages: 44 Posted: 29 Jul 2021
Eghbal Rahimikia, Stefan Zohren and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School, University of Oxford - Oxford-Man Institute of Quantitative Finance and Alliance Manchester Business School, University of Manchester
Downloads 626 (58,925)

Abstract:

Loading...

Realised Volatility Forecasting; Machine Learning; Natural Language Processing; Word Embedding; Explainable AI; Dow Jones Newswires; Big Data

3.

Big Data Approach to Realised Volatility Forecasting Using HAR Model Augmented With Limit Order Book and News

Number of pages: 40 Posted: 12 Sep 2020 Last Revised: 21 Jun 2021
Eghbal Rahimikia and Ser-Huang Poon
University of Manchester - Alliance Manchester Business School and Alliance Manchester Business School, University of Manchester
Downloads 548 (69,729)
Citation 2

Abstract:

Loading...

Realised Volatility Forecasting, Heterogeneous AutoRegressive models, Limit Order Book Data, Dow Jones Corporate News, Big Data