"A Signature Transform of Limit Order Book Data for Stock Price Prediction."

Thendo Sidogi et al. (2023)

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DOI: 10.1109/ACCESS.2023.3293064

access: open

type: Journal Article

metadata version: 2023-08-05

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Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Peter O. Olukanmi, Tshilidzi Marwala:
A Signature Transform of Limit Order Book Data for Stock Price Prediction. IEEE Access 11: 70598-70609 (2023)

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