Jaime Niño, Andrés Arévalo, Diego León, German Hernandez, Javier Sandoval. Price Prediction with CNN and Limit Order Book Data. In Juan Carlos Figueroa García, Eduyn Ramiro López-Santana, José Ignacio Rodriguez Molano, editors, Applied Computer Sciences in Engineering - 5th Workshop on Engineering Applications, WEA 2018, Medellín, Colombia, October 17-19, 2018, Proceedings, Part I. Volume 915 of Communications in Computer and Information Science, pages 124-135, Springer, 2018. [doi]
Abstract is missing.