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Chapter title |
A Multi-scale Convolution and Gated Recurrent Unit Based Network for Limit Order Book Prediction
|
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Chapter number | 6 |
Book title |
Knowledge Science, Engineering and Management
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Published by |
Springer, Cham, January 2022
|
DOI | 10.1007/978-3-031-10983-6_6 |
Book ISBNs |
978-3-03-110982-9, 978-3-03-110983-6
|
Authors |
Xu, Borui, Zhang, Tong, Liu, Weiguo |