Avraam Tsantekidis, Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis. Using Deep Learning for price prediction by exploiting stationary limit order book features. Appl. Soft Comput., 93:106401, 2020. [doi]
Abstract is missing.