Using Deep Learning for price prediction by exploiting stationary limit order book features

Title
Using Deep Learning for price prediction by exploiting stationary limit order book features
Authors
Keywords
Limit order book, Stationary features, Price forecasting, Deep Learning
Journal
APPLIED SOFT COMPUTING
Volume 93, Issue -, Pages 106401
Publisher
Elsevier BV
Online
2020-05-19
DOI
10.1016/j.asoc.2020.106401

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