Picture for Avraam Tsantekidis

Avraam Tsantekidis

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

Add code
Oct 23, 2018
Figure 1 for Using Deep Learning for price prediction by exploiting stationary limit order book features
Figure 2 for Using Deep Learning for price prediction by exploiting stationary limit order book features
Figure 3 for Using Deep Learning for price prediction by exploiting stationary limit order book features
Figure 4 for Using Deep Learning for price prediction by exploiting stationary limit order book features
Viaarxiv icon

Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data

Add code
Sep 19, 2018
Figure 1 for Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Figure 2 for Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Figure 3 for Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Figure 4 for Machine Learning for Forecasting Mid Price Movement using Limit Order Book Data
Viaarxiv icon