Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data.
Paraskevi NousiAvraam TsantekidisNikolaos PassalisAdamantios NtakarisJuho KanniainenAnastasios TefasMoncef GabboujAlexandros IosifidisPublished in: CoRR (2018)
Keyphrases
- machine learning
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- essential information
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