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"Short-Term Volatility Prediction Using Deep CNNs Trained on Order Flow."

Mingyu Hao, Artem Lenskiy (2023)

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DOI: 10.48550/ARXIV.2304.02472

access: open

type: Informal or Other Publication

metadata version: 2023-04-20

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  - journals/corr/abs-2304-02472
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Mingyu Hao, Artem Lenskiy:
Short-Term Volatility Prediction Using Deep CNNs Trained on Order Flow. CoRR abs/2304.02472 (2023)

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