Feature Engineering for Mid-Price Prediction With Deep Learning

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Authors: Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis

Journal title: IEEE Access

Journal number: 7

Journal publisher: Institute of Electrical and Electronics Engineers Inc.

Published year: 2019

Published pages: 82390-82412

DOI identifier: 10.1109/access.2019.2924353

ISSN: 2169-3536