Characterizing the Informativity of Level II Book Data for High Frequency Trading
Author:
Affiliation:
1. Brigham Young University,Department of Computer Science,Provo,U.S.A
2. Brigham Young University,Department of Economics,Provo,U.S.A
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10252164/10252092/10253111.pdf?arnumber=10253111
Reference14 articles.
1. Empirical Strategies in Economics: Illuminating the Path From Cause to Effect
2. A novel deep reinforcement learning based automated stock trading system using cascaded lstm networks;zou,2022
3. US Stock Market And Macroeconomic Factors
4. Deep reinforcement learning approach for trading automation in the stock market;kabbani;IEEE Access,2022
5. Deep Learning Statistical Arbitrage
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