Deep learning for market by order data
Zihao Zhang, Bryan Lim and Stefan Zohren
| Year of publication: |
2021
|
|---|---|
| Authors: | Zhang, Zihao ; Lim, Bryan ; Zohren, Stefan |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 28.2021, 1, p. 79-95
|
| Subject: | attention | deep learning | limit order books | long short-term memory | Market by order data | Theorie | Theory | Lernprozess | Learning process | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2021.1967767 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012625987