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Temporal Bag-of-Features Learning for Predicting Mid Price Movements Using High Frequency Limit Order Book Data.

, , , , и . IEEE Trans. Emerg. Top. Comput. Intell., 4 (6): 774-785 (2020)

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Anastasios Giannitsis

Anastasios Maniatoglou

Anastasios Moissidis

Anastasios Giannakis

Anastasios Pantasidis

 

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