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Order book mid-price movement inference by CatBoost classifier from convolutional feature maps.

Guilherme A. BilekiFlavio BarbozaLuiz Henrique Claudino SilvaVanderlei Bonato
Published in: Appl. Soft Comput. (2022)
Keyphrases
  • feature maps
  • learning algorithm
  • feature space
  • neural network
  • support vector machine
  • machine learning
  • graphical models
  • image representation