Short-term stock price trend prediction with imaging high frequency limit order book data
Wuyi Ye, Jinting Yang, Pengzhan Chen
Year of publication: |
2024
|
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Authors: | Ye, Wuyi ; Yang, Jinting ; Chen, Pengzhan |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 1189-1205
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Subject: | Convolutional neural network | Feature engineering | Image classification | Limit order book | Mid-price prediction |
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