Work

Evaluating Interpretable Meta-Labeling for Intraday Futures Trend Following: Open-Interest Features and Contract-Dependent Outcomes

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7356724

Authors: Bing Zhang, Zhiwen Chang, Yu Zhang, Junqing Wang

Institutions: Suzhou Vocational University, China Telecom

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funder: Suzhou Vocational University

OpenAlex ID: W7204234571

Cites: 22

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Related to: 10