Feature Fusion Learning Based on LSTM and CNN Networks for Trend Analysis of Limit Order Books

Xuerui Lv, Li Zhang 0004. Feature Fusion Learning Based on LSTM and CNN Networks for Trend Analysis of Limit Order Books. In Teddy Mantoro, Minho Lee 0001, Media Anugerah Ayu, Kok Wai Wong, Achmad Nizar Hidayanto, editors, Neural Information Processing - 28th International Conference, ICONIP 2021, Sanur, Bali, Indonesia, December 8-12, 2021, Proceedings, Part IV. Volume 13111 of Lecture Notes in Computer Science, pages 125-137, Springer, 2021. [doi]

Authors

Xuerui Lv

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Li Zhang 0004

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