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]
@article{BilekiBSB22,
title = {Order book mid-price movement inference by CatBoost classifier from convolutional feature maps},
author = {Guilherme A. Bileki and Flavio Barboza and Luiz Henrique Claudino Silva and Vanderlei Bonato},
year = {2022},
doi = {10.1016/j.asoc.2021.108274},
url = {https://doi.org/10.1016/j.asoc.2021.108274},
researchr = {https://researchr.org/publication/BilekiBSB22},
cites = {0},
citedby = {0},
journal = {Appl. Soft Comput.},
volume = {116},
pages = {108274},
}