A Signature Transform of Limit Order Book Data for Stock Price Prediction

Thendo Sidogi, Wilson Tsakane Mongwe, Rendani Mbuvha, Peter O. Olukanmi, Tshilidzi Marwala. A Signature Transform of Limit Order Book Data for Stock Price Prediction. IEEE Access, 11:70598-70609, 2023. [doi]

Abstract

Abstract is missing.