LSTM forecasting foreign exchange rates using limit order book
Katsuki Ito, Hitoshi Iima, Yoshihiro Kitamura
| Year of publication: |
2022
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|---|---|
| Authors: | Ito, Katsuki ; Iima, Hitoshi ; Kitamura, Yoshihiro |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-6
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| Subject: | foreign exchange rate | limit order | LSTM | Wechselkurs | Exchange rate | Theorie | Theory | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102517 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455587