Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data
Passalis, Nikolaos, Tefas, Anastasios, Kanniainen, Juho, Gabbouj, Moncef, Iosifidis, AlexandrosVolume:
136
Journal:
Pattern Recognition Letters
DOI:
10.1016/j.patrec.2020.06.006
Date:
August, 2020
File:
PDF, 631 KB
2020