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[IEEE ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Brighton, United Kingdom (2019.5.12-2019.5.17)] ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Deep Temporal Logistic Bag-of-features for Forecasting High Frequency Limit Order Book Time Series
Passalis, Nikolaos, Tefas, Anastasios, Kanniainen, Juho, Gabbouj, Moncef, Iosifidis, AlexandrosYear:
2019
Language:
english
DOI:
10.1109/ICASSP.2019.8682297
File:
PDF, 107 KB
english, 2019