Sequence Classification of the Limit Order Book Using Recurrent Neural Networks
Year of publication: |
2017
|
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Authors: | Dixon, Matthew Francis |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Neuronale Netze | Neural networks | Theorie | Theory | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 14, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3002814 [DOI] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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