Login / Signup

Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks.

Avraam TsantekidisNikolaos PassalisAnastasios TefasJuho KanniainenMoncef GabboujAlexandros Iosifidis
Published in: CBI (1) (2017)
Keyphrases
  • stock price
  • convolutional neural networks
  • multiresolution
  • book presents
  • databases
  • data analysis
  • information extraction
  • non stationary
  • stock market
  • option pricing
  • stock market data