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"DeepLOB: Deep Convolutional Neural Networks for Limit Order Books."

Zihao Zhang, Stefan Zohren, Stephen J. Roberts (2019)

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DOI: 10.1109/TSP.2019.2907260

access: closed

type: Journal Article

metadata version: 2020-03-10

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  - https://dblp.org/rec/journals/tsp/ZhangZR19
Zihao Zhang, Stefan Zohren, Stephen J. Roberts:
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books. IEEE Trans. Signal Process. 67(11): 3001-3012 (2019)

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