Benchmark Dataset for Mid-Price Prediction of Limit Order Book data.
Adamantios NtakarisMartin MagrisJuho KanniainenMoncef GabboujAlexandros IosifidisPublished in: CoRR (2017)
Keyphrases
- benchmark datasets
- data sets
- database
- data collection
- data structure
- data analysis
- data sources
- synthetic data
- data processing
- meteorological data
- prediction accuracy
- data points
- computer systems
- high dimensional data
- probability distribution
- website
- missing data
- data distribution
- data objects
- data quality
- historical data
- neural network