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"Mid-Price Prediction in a Limit Order Book."

Deepan Palguna, Ilya Pollak (2016)

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DOI: 10.1109/JSTSP.2016.2593060

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/jstsp/PalgunaP16
Deepan Palguna, Ilya Pollak:
Mid-Price Prediction in a Limit Order Book. IEEE J. Sel. Top. Signal Process. 10(6): 1083-1092 (2016)

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