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]
@article{TsantekidisPTKG20,
title = {Using Deep Learning for price prediction by exploiting stationary limit order book features},
author = {Avraam Tsantekidis and Nikolaos Passalis and Anastasios Tefas and Juho Kanniainen and Moncef Gabbouj and Alexandros Iosifidis},
year = {2020},
doi = {10.1016/j.asoc.2020.106401},
url = {https://doi.org/10.1016/j.asoc.2020.106401},
researchr = {https://researchr.org/publication/TsantekidisPTKG20},
cites = {0},
citedby = {0},
journal = {Appl. Soft Comput.},
volume = {93},
pages = {106401},
}