Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data

24 Jan 2019Nikolaos PassalisAnastasios TefasJuho KanniainenMoncef GabboujAlexandros Iosifidis

Time series forecasting is a crucial component of many important applications, ranging from forecasting the stock markets to energy load prediction. The high-dimensionality, velocity and variety of the data collected in these applications pose significant and unique challenges that must be carefully addressed for each of them... (read more)

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