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Deep Temporal Logistic Bag-of-Features For Forecasting High Frequency Limit Order Book Time Series
Monday May 6 2019 22:30 GMT
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Time of Recording: Monday May 6 2019 22:30 GMT
Paper
https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=8682297
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Maher Selim
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Ryan Zhou
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