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Attention mechanism 1 Börsenkurs 1 Capital income 1 Convolutional networks 1 Forecasting model 1 Kapitaleinkommen 1 Limit order book data 1 Long short-term memory 1 Neural networks 1 Neuronale Netze 1 Prognoseverfahren 1 Return jumps 1 Securities trading 1 Share price 1 Theorie 1 Theory 1 Wertpapierhandel 1
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Gabbouj, Moncef 1 Iosifidis, Alexandros 1 Kanniainen, Juho 1 Mäkinen, Ymir 1
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Quantitative finance 1
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Forecasting jump arrivals in stock prices : new attention-based network architecture using limit order book data
Mäkinen, Ymir; Kanniainen, Juho; Gabbouj, Moncef; … - In: Quantitative finance 19 (2019) 12, pp. 2033-2050
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