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04/17/2023
Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting
High-frequency trading requires fast data processing without information...
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07/13/2019
Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
Stock price prediction is a challenging task, but machine learning metho...
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04/10/2019
Feature Engineering for Mid-Price Prediction with Deep Learning
Mid-price movement prediction based on limit order book (LOB) data is a ...
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04/10/2019
Feature Engineering for Mid-Price Prediction Forecasting with Deep Learning
Mid-price movement prediction based on limit order book (LOB) data is a ...
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09/19/2018
Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Forecasting the movements of stock prices is one the most challenging pr...
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05/09/2017