Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

13 July 2019

Papers citing "Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators"

5 / 5 papers shown

Title
Novel Modelling Strategies for High-frequency Stock Trading Data Xuekui Zhang Yuying Huang Ke-Li Xu Li Xing 40 16 0 30 Nov 2022
Deep Reinforcement Learning Approach for Trading Automation in The Stock Market Taylan Kabbani E. Duman AIFin 28 56 0 05 Jul 2022
Low-Rank Temporal Attention-Augmented Bilinear Network for financial time-series forecasting M. Shabani Alexandros Iosifidis AI4TS 68 4 0 05 Jul 2021
Feature Engineering for Mid-Price Prediction with Deep Learning Adamantios Ntakaris G. Mirone Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 63 45 0 10 Apr 2019
Using Deep Learning for price prediction by exploiting stationary limit order book features Avraam Tsantekidis Nikolaos Passalis Anastasios Tefas Juho Kanniainen Moncef Gabbouj Alexandros Iosifidis OOD 76 90 0 23 Oct 2018