Tristan Fletcher, Zakria Hussain, John Shawe-Taylor. Multiple Kernel Learning on the Limit Order Book. Journal of Machine Learning Research, 11:167-174, 2010. [doi]
@article{FletcherHS10,
title = {Multiple Kernel Learning on the Limit Order Book},
author = {Tristan Fletcher and Zakria Hussain and John Shawe-Taylor},
year = {2010},
url = {http://jmlr.csail.mit.edu/proceedings/papers/v11/fletcher10a.html},
researchr = {https://researchr.org/publication/FletcherHS10},
cites = {0},
citedby = {0},
journal = {Journal of Machine Learning Research},
volume = {11},
pages = {167-174},
}