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The journal of financial data science
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Benchmark dataset for short-term market prediction of limit order book in China markets
Huang, Charles
;
Ge, Weifeng
;
Chou, Hongsong
;
Du, Xin
- In:
The journal of financial data science
3
(
2021
)
4
,
pp. 171-183
Persistent link: https://www.econbiz.de/10012698260
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