Stock Price Regression Based on Order Book Information

Kenichi Yoshida, Akito Sakurai. Stock Price Regression Based on Order Book Information. In 40th IEEE Annual Computer Software and Applications Conference, COMPSAC Workshops 2016, Atlanta, GA, USA, June 10-14, 2016. pages 89-94, IEEE, 2016. [doi]

Authors

Kenichi Yoshida

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Akito Sakurai

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