Non-parametric prediction in a limit order book

Deepan Palguna, Ilya Pollak. Non-parametric prediction in a limit order book. In IEEE Global Conference on Signal and Information Processing, GlobalSIP 2013, Austin, TX, USA, December 3-5, 2013. pages 1139, IEEE, 2013. [doi]

Authors

Deepan Palguna

This author has not been identified. Look up 'Deepan Palguna' in Google

Ilya Pollak

This author has not been identified. Look up 'Ilya Pollak' in Google