"Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using ..."

Nikolaos Passalis et al. (2020)

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DOI: 10.1109/TETCI.2018.2872598

access: closed

type: Journal Article

metadata version: 2020-12-17

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Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis:
Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data. IEEE Trans. Emerg. Top. Comput. Intell. 4(6): 774-785 (2020)

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