Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow

Ye-Sheen Lim, Denise Gorse. Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. In Leszek Rutkowski, Rafal Scherer, Marcin Korytkowski, Witold Pedrycz, Ryszard Tadeusiewicz, Jacek M. Zurada, editors, Artificial Intelligence and Soft Computing - 19th International Conference, ICAISC 2020, Zakopane, Poland, October 12-14, 2020, Proceedings, Part I. Volume 12415 of Lecture Notes in Computer Science, pages 170-179, Springer, 2020. [doi]

Abstract

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