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"Graph and tensor-train recurrent neural networks for high-dimensional ..."

Jacobo Roa-Vicens et al. (2022)

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DOI: 10.1145/3533271.3561710

access: closed

type: Conference or Workshop Paper

metadata version: 2023-05-31

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  - conf/icaif/Roa-VicensXSM22
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Jacobo Roa-Vicens, Yao Lei Xu, Ricardo Silva, Danilo P. Mandic:
Graph and tensor-train recurrent neural networks for high-dimensional models of limit order books. ICAIF 2022: 207-213

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