"Machine Learning for Forecasting Mid Price Movement using Limit Order Book ..."

Paraskevi Nousi et al. (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-10-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1809-07861
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1809-07861
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis:
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data. CoRR abs/1809.07861 (2018)

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