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

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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]

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