Using Deep Learning for price prediction by exploiting stationary limit order book features
2020 ◽
Vol 93
◽
pp. 106401
◽
Avraam Tsantekidis
◽
Nikolaos Passalis
◽
Anastasios Tefas
◽
Juho Kanniainen
◽
Moncef Gabbouj
◽
...
Deepan Palguna
◽
Ilya Pollak
Costis Maglaras
◽
Ciamac C. Moallemi
◽
Muye Wang
Aaron Wray
◽
Matthew Meades
◽
Dave Cliff
Jaime Niño
◽
German Hernandez
◽
Andrés Arévalo
◽
Diego Leon
◽
Javier Sandoval
Antonio Briola
◽
Jeremy Turiel
◽
Tomaso Aste
2016 ◽
Vol 10
(6)
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pp. 1083-1092
◽
Deepan Palguna
◽
Ilya Pollak
Samuel Ping-Man Choi
◽
Yin-Hei Chan
◽
Sze-Sing Lam
◽
Hie-Yiin Hung
Jaime Niño
◽
Andrés Arévalo
◽
Diego Leon
◽
German Hernandez
◽
Javier Sandoval