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"Order book mid-price movement inference by CatBoost classifier from ..."

Guilherme A. Bileki et al. (2022)

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DOI: 10.1016/J.ASOC.2021.108274

access: closed

type: Journal Article

metadata version: 2022-03-15

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Guilherme A. Bileki, Flavio Barboza, Luiz Henrique Claudino Silva, Vanderlei Bonato:
Order book mid-price movement inference by CatBoost classifier from convolutional feature maps. Appl. Soft Comput. 116: 108274 (2022)

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