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"Machine Learning for Forecasting Mid-Price Movements Using Limit Order ..."
Paraskevi Nousi et al. (2019)
- Paraskevi Nousi
, Avraam Tsantekidis
, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen
, Anastasios Tefas
, Moncef Gabbouj
, Alexandros Iosifidis
:
Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data. IEEE Access 7: 64722-64736 (2019)
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