scholarly journals Analyzing the Importance of Broker Identities in the Limit Order Book Through Deep Learning

Big Data ◽  
2020 ◽  
Author(s):  
Samuel Ping-Man Choi ◽  
Yin-Hei Chan ◽  
Sze-Sing Lam ◽  
Hie-Yiin Hung
Keyword(s):  
Deep Learning ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order

scholarly journals Using Deep Learning for price prediction by exploiting stationary limit order book features

2020 ◽  
Vol 93 ◽  
pp. 106401 ◽  
Author(s):  
Avraam Tsantekidis ◽  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
...  
Keyword(s):  
Deep Learning ◽  
Limit Order Book ◽  
Order Book ◽  
Limit Order ◽  
Price Prediction

scholarly journals Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

2020 ◽  
Vol 136 ◽  
pp. 183-189 ◽  
Author(s):  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
Alexandros Iosifidis
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Limit Order Book ◽  
Time Series Forecasting ◽  
Order Book ◽  
Limit Order ◽  
Bag Of Features ◽  
Financial Time
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