Search Results for author: Giorgio Mirone

Found 1 papers, 0 papers with code

Feature Engineering for Mid-Price Prediction with Deep Learning

no code implementations10 Apr 2019 Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

Mid-price movement prediction based on limit order book (LOB) data is a challenging task due to the complexity and dynamics of the LOB.

Feature Engineering

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