"Deep Temporal Logistic Bag-of-features for Forecasting High Frequency ..."

Nikolaos Passalis et al. (2019)

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DOI: 10.1109/ICASSP.2019.8682297

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-26

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Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis:
Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series. ICASSP 2019: 7545-7549

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