Order book mid-price movement inference by CatBoost classifier from convolutional feature maps

Applied Soft Computing - Tập 116 - Trang 108274 - 2022
Guilherme A. Bileki1, Flávio Barboza2, Luiz Henrique C. Silva1, Vanderlei Bonato1
1University of São Paulo (USP), Institute of Mathematical and Computer Sciences, Campus São Carlos, São Carlos–SP, 13566–590, Brazil
2Federal University of Uberlândia (UFU), School of Business and Management, Campus Santa Mônica, Uberlândia–MG, 38408–100, Brazil

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