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]
@inproceedings{LimG20-5,
title = {Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow},
author = {Ye-Sheen Lim and Denise Gorse},
year = {2020},
doi = {10.1007/978-3-030-61401-0_17},
url = {https://doi.org/10.1007/978-3-030-61401-0_17},
researchr = {https://researchr.org/publication/LimG20-5},
cites = {0},
citedby = {0},
pages = {170-179},
booktitle = {Artificial Intelligence and Soft Computing - 19th International Conference, ICAISC 2020, Zakopane, Poland, October 12-14, 2020, Proceedings, Part I},
editor = {Leszek Rutkowski and Rafal Scherer and Marcin Korytkowski and Witold Pedrycz and Ryszard Tadeusiewicz and Jacek M. Zurada},
volume = {12415},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-61401-0},
}