Using Deep Learning for price prediction by exploiting stationary limit order book features
Authors:
- Avraam TsantekidisATAvraam Tsantekidis
- Nikolaos PassalisNPNikolaos Passalis
- Anastasios TefasATAnastasios Tefas
- Juho KanniainenJKJuho Kanniainen
- Moncef GabboujMGMoncef Gabbouj
- Alexandros IosifidisAIAlexandros Iosifidis
- 1 August 2020
- journal article
- research article
- Published by Elsevier in Applied Soft Computing
- Vol. 93
Abstract
No abstract availableKeywords
Funding Information
- State Scholarships Foundation
- Horizon 2020 Framework Programme (MSCA-ITN-ETN 675044)
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