Price Prediction with CNN and Limit Order Book Data

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]

Authors

Jaime Niño

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Andrés Arévalo

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Diego León

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German Hernandez

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Javier Sandoval

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