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Using Deep Learning for price prediction by exploiting stationary limit order book features.

Avraam TsantekidisNikolaos PassalisAnastasios TefasJuho KanniainenMoncef GabboujAlexandros Iosifidis
Published in: Appl. Soft Comput. (2020)
Keyphrases
  • deep learning
  • unsupervised feature learning
  • feature space
  • viewpoint
  • machine learning
  • information retrieval
  • object recognition
  • image features
  • natural language processing
  • co occurrence
  • decision makers