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DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data.
Aiusha Sangadiev
Rodrigo Rivera-Castro
Kirill Stepanov
Andrey Poddubny
Kirill Bubenchikov
Nikita Bekezin
Polina Pilyugina
Evgeny Burnaev
Published in:
CoRR (2020)
Keyphrases
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