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]
@inproceedings{PassalisTKGI19,
title = {Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series},
author = {Nikolaos Passalis and Anastasios Tefas and Juho Kanniainen and Moncef Gabbouj and Alexandros Iosifidis},
year = {2019},
doi = {10.1109/ICASSP.2019.8682297},
url = {https://doi.org/10.1109/ICASSP.2019.8682297},
researchr = {https://researchr.org/publication/PassalisTKGI19},
cites = {0},
citedby = {0},
pages = {7545-7549},
booktitle = {IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2019, Brighton, United Kingdom, May 12-17, 2019},
publisher = {IEEE},
isbn = {978-1-4799-8131-1},
}