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Jonathan Doering
Publication Activity (10 Years)
Years Active: 2017-2017
Publications (10 Years): 1
Top Topics
Multiresolution
Discrete Wavelet Transform
Convolutional Neural Networks
High Frequencies
Top Venues
CEEC
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Publications
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Jonathan Doering
,
Michael Fairbank
,
Sheri Markose
Convolutional neural networks applied to high-frequency market microstructure forecasting.
CEEC
(2017)