Aaron Wray, Matthew Meades, Dave Cliff. Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data. In 2020 IEEE Symposium Series on Computational Intelligence, SSCI 2020, Canberra, Australia, December 1-4, 2020. pages 1067-1074, IEEE, 2020. [doi]
Abstract is missing.