Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Adaptive Normalization for Forecasting Limit Order Book Data Using Convolutional Neural Networks. In 2020 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2020, Barcelona, Spain, May 4-8, 2020. pages 1713-1717, IEEE, 2020. [doi]
Abstract is missing.