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  • Search: subject:"Market by order data"
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Börsenkurs 1 Learning process 1 Lernprozess 1 Market by order data 1 Market microstructure 1 Marktmikrostruktur 1 Securities trading 1 Share price 1 Wertpapierhandel 1 attention 1 deep learning 1 limit order books 1 long short-term memory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Lim, Bryan 1 Zhang, Zihao 1 Zohren, Stefan 1
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Applied mathematical finance 1
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Deep learning for market by order data
Zhang, Zihao; Lim, Bryan; Zohren, Stefan - In: Applied mathematical finance 28 (2021) 1, pp. 79-95
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