Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series - researchr publication authors

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Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, Brighton, United Kingdom, May 12-17, 2019. pages 7545-7549, IEEE, 2019. [doi]

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