"A Multi-scale Convolution and Gated Recurrent Unit Based Network for Limit ..."

Borui Xu, Tong Zhang, Weiguo Liu (2022)

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DOI: 10.1007/978-3-031-10983-6_6

access: closed

type: Conference or Workshop Paper

metadata version: 2022-07-21

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  - conf/ksem/XuZL22
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Borui Xu, Tong Zhang, Weiguo Liu:
A Multi-scale Convolution and Gated Recurrent Unit Based Network for Limit Order Book Prediction. KSEM (1) 2022: 71-84

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