Order book mid-price movement inference by CatBoost classifier from convolutional feature maps

Guilherme A. Bileki, Flavio Barboza, Luiz Henrique Claudino Silva, Vanderlei Bonato. Order book mid-price movement inference by CatBoost classifier from convolutional feature maps. Appl. Soft Comput., 116:108274, 2022. [doi]

Abstract

Abstract is missing.