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1 Ergebnisse
1
Characterizing the Informativity of Level II Book Data for ..:
, In:
2023 IEEE Conference on Control Technology and Applications (CCTA)
,
Nielsen, Logan B.
;
Warnick, Sean
;
Condie, Scott S.
- p. 708-713 , 2023
Link:
https://doi.org/10.1109/CCTA54093.2023.10253111
RT T1
2023 IEEE Conference on Control Technology and Applications (CCTA)
: T1
Characterizing the Informativity of Level II Book Data for High Frequency Trading
UL https://suche.suub.uni-bremen.de/peid=ieee-10253111&Exemplar=1&LAN=DE A1 Nielsen, Logan B. A1 Warnick, Sean A1 Condie, Scott S. YR 2023 SN 2768-0770 K1 Recurrent neural networks K1 Smoothing methods K1 Sensitivity K1 Shape K1 Transforms K1 Predictive models K1 Prediction algorithms K1 High Frequency Trading K1 Data Informativity K1 Recurrent Neural Network K1 Spread Prediction K1 Limit Order Book SP 708 OP 713 LK http://dx.doi.org/https://doi.org/10.1109/CCTA54093.2023.10253111 DO https://doi.org/10.1109/CCTA54093.2023.10253111 SF ELIB - SuUB Bremen
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