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CNN with Limit Order Book Data for Stock Price Prediction:

, In: Advances in Intelligent Systems and Computing; Proceedings of the Future Technologies Conference (FTC) 2018,
Niño, Jaime ; Hernandez, German ; Arévalo, Andrés.. - p. 444-457 , 2018
Link: https://doi.org/10.1007/978-3-030-02686-8_34