Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Martin Magris, Mostafa Shabani, Alexandros Iosifidis
| Year of publication: |
2023
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|---|---|
| Authors: | Magris, Martin ; Shabani, Mostafa ; Iosifidis, Alexandros |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 6, p. 1407-1428
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| Subject: | Bayesian neural networks | bilinear neural network | financial time-series classification | limit-order book | Neuronale Netze | Neural networks | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2955 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338908