Feature Engineering for Mid-Price Prediction with Deep Learning
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2019-04-15 (Big Data)
- NEP-CMP-2019-04-15 (Computational Economics)
- NEP-FMK-2019-04-15 (Financial Markets)
- NEP-FOR-2019-04-15 (Forecasting)
- NEP-PAY-2019-04-15 (Payment Systems & Financial Technology)
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