Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data.
Paraskevi NousiAvraam TsantekidisNikolaos PassalisAdamantios NtakarisJuho KanniainenAnastasios TefasMoncef GabboujAlexandros IosifidisPublished in: IEEE Access (2019)
Keyphrases
- machine learning
- data sets
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- original data
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