Short-Term Stock Price Prediction Based on Limit Order Book Dynamics

Journal of Forecasting ◽

10.1002/for.2452 ◽

2016 ◽

Vol 36 (5) ◽

pp. 541-556 ◽

Author(s):

Yang An ◽

Ngai Hang Chan

Keyword(s):

Stock Price ◽

Limit Order Book ◽

Limit Order ◽

Stock Price Prediction ◽

Price Prediction

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CNN with Limit Order Book Data for Stock Price Prediction

Proceedings of the Future Technologies Conference (FTC) 2018 - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-030-02686-8_34 ◽

2018 ◽

pp. 444-457

Author(s):

Jaime Niño ◽

German Hernandez ◽

Andrés Arévalo ◽

Diego Leon ◽

Javier Sandoval

Keyword(s):

Stock Price ◽

Limit Order Book ◽

Limit Order ◽

Stock Price Prediction ◽

Price Prediction

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Investigating Limit Order Book Features for Short-Term Price Prediction: A Machine Learning Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3305277 ◽

2018 ◽

Author(s):

Faisal I Qureshi

Keyword(s):

Machine Learning ◽

Limit Order Book ◽

Learning Approach ◽

Limit Order ◽

Price Prediction ◽

Machine Learning Approach

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Short-Term Stock Price Prediction Models Based on Economic Background

Proceedings of the 3rd International Conference on Information Technologies and Electrical Engineering ◽

10.1145/3452940.3452947 ◽

2020 ◽

Author(s):

Ruien Luo

Keyword(s):

Stock Price ◽

Prediction Models ◽

Stock Price Prediction ◽

Price Prediction ◽

Economic Background

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Benchmark Dataset for Short-Term Market Prediction of Limit Order Book in China Markets

The Journal of Financial Data Science ◽

10.3905/jfds.2021.1.074 ◽

2021 ◽

pp. jfds.2021.1.074

Author(s):

Charles Huang ◽

Weifeng Ge ◽

Hongsong Chou ◽

Xin Du

Keyword(s):

Limit Order Book ◽

Benchmark Dataset ◽

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A Deep Learning-Based Approach for Stock Price Prediction Using Bidirectional Gated Recurrent Unit and Bidirectional Long Short Term Memory Model

10.1109/gcat52182.2021.9587895 ◽

2021 ◽

Author(s):

Md. Ebtidaul Karim ◽

Sabrina Ahmed

Keyword(s):

Deep Learning ◽

Stock Price ◽

Short Term Memory ◽

Memory Model ◽

Term Memory ◽

Stock Price Prediction ◽

Price Prediction ◽

Long Short Term Memory ◽

Gated Recurrent Unit

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Mid-Price Prediction in a Limit Order Book

SSRN Electronic Journal ◽

10.2139/ssrn.2544361 ◽

2014 ◽

Author(s):

Deepan Palguna ◽

Ilya Pollak

Keyword(s):

Limit Order Book ◽

Limit Order ◽

Price Prediction

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Stock Price Prediction using Fractional Gradient-Based Long Short Term Memory

Journal of Physics Conference Series ◽

10.1088/1742-6596/1969/1/012038 ◽

2021 ◽

Vol 1969 (1) ◽

pp. 012038

Author(s):

N Singh ◽

Sugandha ◽

T Mathur ◽

S Agarwal ◽

K Tiwari

Keyword(s):

Stock Price ◽

Short Term Memory ◽

Term Memory ◽

Stock Price Prediction ◽

Price Prediction ◽

Gradient Based ◽

Long Short Term Memory

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Stock Price Prediction Based on Deep Learning Using Long Short-Term Memory

10.1007/978-981-16-4625-6_7 ◽

2021 ◽

pp. 67-76

Author(s):

R. Shanmuga Priya ◽

C. Sruthi

Keyword(s):

Deep Learning ◽

Stock Price ◽

Short Term Memory ◽

Term Memory ◽

Stock Price Prediction ◽

Price Prediction ◽

Long Short Term Memory

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Stock Price Prediction Using Recurrent Neural Network and Long Short-Term Memory

Conference Proceedings of ICDLAIR2019 - Lecture Notes in Networks and Systems ◽

10.1007/978-3-030-67187-7_17 ◽

2021 ◽

pp. 153-160

Author(s):

Avanish Kumar ◽

Kaustubh Purohit ◽

Krishan Kumar

Keyword(s):

Neural Network ◽

Recurrent Neural Network ◽

Stock Price ◽

Short Term Memory ◽

Term Memory ◽

Stock Price Prediction ◽

Price Prediction ◽

Long Short Term Memory

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Short-term stock price prediction using MLP in moving simulation mode

Proceedings of the 6th IEEE International Conference on Intelligent Data Acquisition and Advanced Computing Systems ◽

10.1109/idaacs.2011.6072853 ◽

2011 ◽

Author(s):

Volodymyr Turchenko ◽

Patrizia Beraldi ◽

Francesco De Simone ◽

Lucio Grandinetti

Keyword(s):

Stock Price ◽

Stock Price Prediction ◽

Price Prediction ◽

Moving Simulation

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