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Benchmark dataset for mid-price forecasting of limit order book data with machine learning methods
Ntakaris, Adamantios, Magris, Martin, Kanniainen, Juho, Gabbouj, Moncef, Iosifidis, AlexandrosLangue:
english
Journal:
Journal of Forecasting
DOI:
10.1002/for.2543
Date:
August, 2018
Fichier:
PDF, 631 KB
english, 2018