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RT @carlcarrie: Using a feed forward deep neural network (DNN) to forecast one minute ahead depth of #lob limit order book volume of stocks…
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RT @carlcarrie: Using a feed forward deep neural network (DNN) to forecast one minute ahead depth of #lob limit order book volume of stocks…
14,999 followers
Using a feed forward deep neural network (DNN) to forecast one minute ahead depth of #lob limit order book volume of stocks in Tel Aviv https://t.co/8Y15LrkfYd #lob #liquidity paper https://t.co/fJS68gL3tW
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Deeper limit order book using Feed Forward Deep Neural Network (DNN) - paper (alas, uses old 2012-2018 stock data set) https://t.co/nkXbjTHA75