ESET-ConvNet: Deep learning hybrid model for stock price prediction

Limit order book (LOB) tracks the outstanding limit order on a stock or any security. The LOB data is often used for high-frequency trading as it consists of detailed limit order information which cannot be presented from price data. Deep Learning (DL) is widely employed to train high-frequency trad...

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Bibliographic Details
Main Author: Ang, John Syin
Format: Thesis
Published: 2022
Subjects:
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